Pages that link to "Item:Q385630"
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The following pages link to Jump tail dependence in Lévy copula models (Q385630):
Displaying 7 items.
- Vine constructions of Lévy copulas (Q391652) (← links)
- Lévy copulae for financial returns (Q727660) (← links)
- Compound vectors of subordinators and their associated positive Lévy copulas (Q2022558) (← links)
- Clustering of financial instruments using jump tail dependence coefficient (Q2324271) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Lévy Copulas: Review of Recent Results (Q2956050) (← links)
- Estimation of model parameters of dependent processes constructed using Lévy Copulas (Q5082563) (← links)
