Pages that link to "Item:Q443763"
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The following pages link to A review of copula models for economic time series (Q443763):
Displaying 50 items.
- Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- Copula-based dynamic models for multivariate time series (Q123371) (← links)
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models (Q288106) (← links)
- Spatial dependencies of wind power and interrelations with spot price dynamics (Q299819) (← links)
- Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
- Nonparametric estimation of multivariate multiparameter conditional copulas (Q508116) (← links)
- Copulas, diagonals, and tail dependence (Q529109) (← links)
- Copula estimation through wavelets (Q783265) (← links)
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables (Q830101) (← links)
- A new class of copulas involved geometric distribution: estimation and applications (Q903321) (← links)
- On the robustness of portfolio allocation under copula misspecification (Q1615817) (← links)
- On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets (Q1619694) (← links)
- Multinomial choice models based on Archimedean copulas (Q1622078) (← links)
- Unfolded GARCH models (Q1657508) (← links)
- Testing for structural breaks in factor copula models (Q1739863) (← links)
- Single-index copulas (Q1742729) (← links)
- Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)
- Detection of block-exchangeable structure in large-scale correlation matrices (Q1755136) (← links)
- Sequential truncation of \(R\)-vine copula mixture model for high-dimensional datasets (Q1980359) (← links)
- Comparing the accuracy of multivariate density forecasts in selected regions of the copula support (Q1991935) (← links)
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- Wavelet estimation of copula function based on censored data (Q2067942) (← links)
- A new family of Archimedean copulas: the truncated-Poisson family of copulas (Q2089394) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
- Copula-based time series with filtered nonstationarity (Q2116363) (← links)
- Oil price risk exposure of BRIC stock markets and hedging effectiveness (Q2150849) (← links)
- Measuring extreme risk dependence between the oil and gas markets (Q2151640) (← links)
- Spatial contagion between financial markets: new evidence of asymmetric measures (Q2151669) (← links)
- Network interdependence and optimization of bank portfolios from developed and emerging Asia Pacific countries (Q2166077) (← links)
- On a high-dimensional model representation method based on copulas (Q2178128) (← links)
- Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach (Q2218640) (← links)
- Calibration estimation of semiparametric copula models with data missing at random (Q2274933) (← links)
- Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
- Copulas-based time series combined forecasters (Q2282308) (← links)
- Clustering of financial time series in risky scenarios (Q2418377) (← links)
- A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
- Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)
- Conditional least squares and copulae in claims reserving for a single line of business (Q2513453) (← links)
- Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)
- Portfolio optimization for inventory financing: copula-based approaches (Q2669576) (← links)
- A non-linear forecast combination procedure for binary outcomes (Q2691668) (← links)
- Construction of leading economic index for recession prediction using vine copulas (Q2700564) (← links)
- Monitoring Changes in RCA Models (Q2833367) (← links)
- Optimal designs for copula models (Q2953573) (← links)
- Non‐parametric Copula Estimation Under Bivariate Censoring (Q3460654) (← links)
