Pages that link to "Item:Q5080162"

The following pages link to A Survey on Time-Varying Copulas: Specification, Simulations, and Application (Q5080162):

Displaying 21 items.

• Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
• High dimensional dynamic stochastic copula models (Q888326) (← links)
• SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
• A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567) (← links)
• Unfolded GARCH models (Q1657508) (← links)
• Linear time-varying regression with copula-DCC-GARCH models for volatility (Q1670220) (← links)
• Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
• Structural change in the link between oil and the European stock market: implications for risk management (Q2178931) (← links)
• Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India (Q2208421) (← links)
• Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach (Q2222183) (← links)
• Dynamic D-vine copula model with applications to Value-at-Risk (VaR) (Q2417030) (← links)
• A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
• A new time-varying optimal copula model identifying the dependence across markets (Q4555089) (← links)
• Empirical Evidence Linking Futures Price Movements of Biofuel Crops and Conventional Energy Fuel (Q4558847) (← links)
• Portfolio selection with commodities under conditional copulas and skew preferences (Q4683000) (← links)
• DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS (Q4967793) (← links)
• Oil price and FX-rates dependency (Q5001144) (← links)
• Modeling multivariate cybersecurity risks (Q5036346) (← links)
• (Q5121458) (← links)
• A Compendium of Copulas (Q5162881) (← links)
• Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach (Q6148779) (← links)