Pages that link to "Item:Q4970956"

The following pages link to Maximum likelihood estimation of mixed C-vines with application to exchange rates (Q4970956):

Displaying 31 items.

• Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
• A closed-form universal trivariate pair-copula (Q499766) (← links)
• Copula directed acyclic graphs (Q517376) (← 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)
• Regime switches in the dependence structure of multidimensional financial data (Q1623563) (← links)
• Structure learning in Bayesian networks using regular vines (Q1659079) (← links)
• Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
• Multivariate dependent interval finite element analysis via convex hull pair constructions and the extended transformation method (Q1987793) (← links)
• Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
• Conditional copula simulation for systemic risk stress testing (Q2015640) (← links)
• pyvine: the Python package for regular vine copula modeling, sampling and testing (Q2023903) (← links)
• Modelling mortality dependence: an application of dynamic vine copula (Q2038244) (← links)
• Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management (Q2059101) (← links)
• The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series (Q2135592) (← links)
• On the quantification and efficient propagation of imprecise probabilities with copula dependence (Q2191243) (← links)
• Estimating standard errors in regular vine copula models (Q2259341) (← links)
• A hierarchical copula-based world-wide valuation of sovereign risk (Q2347107) (← links)
• Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (Q2350037) (← links)
• Spatial composite likelihood inference using local C-vines (Q2350040) (← links)
• Conditional quantiles and tail dependence (Q2350042) (← links)
• Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
• Selection of Vine Copulas (Q2849522) (← links)
• The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)
• A mixed C-vine copula model for hedging price and volumetric risk in wind power trading (Q4555165) (← links)
• (Q5011443) (← links)
• A multivariate volatility vine copula model (Q5034252) (← links)
• Vine copula graphical models in the construction of biological networks (Q5859819) (← links)
• A goodness-of-fit test for regular vine copula models (Q5860906) (← links)
• A corrected Clarke test for model selection and beyond (Q6163272) (← links)
• On auto- and cross-interdependence in interval field finite element analysis (Q6497760) (← links)