Pages that link to "Item:Q414597"
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The following pages link to Modeling dependence dynamics through copulas with regime switching (Q414597):
Displaying 5 items.
- The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach (Q321012) (← links)
- Modeling vine-production function: an approach based on vine copula (Q2162548) (← links)
- Dependence and risk spillover among hedging assets: evidence from Bitcoin, gold, and USD (Q2236215) (← links)
- Dynamic D-vine copula model with applications to Value-at-Risk (VaR) (Q2417030) (← links)
- Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics (Q2520433) (← links)
