Pages that link to "Item:Q4555089"
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The following pages link to A new time-varying optimal copula model identifying the dependence across markets (Q4555089):
Displaying 6 items.
- Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management (Q2059101) (← links)
- On a bivariate copula for modeling negative dependence: application to New York air quality data (Q2111327) (← links)
- Intra-day co-movements of crude oil futures: China and the international benchmarks (Q2150840) (← links)
- Oil price risk exposure of BRIC stock markets and hedging effectiveness (Q2150849) (← links)
- Tail dependence between bitcoin and green financial assets (Q2236278) (← links)
- Time-Varying Mixture Copula Models with Copula Selection (Q5066788) (← links)
