Pages that link to "Item:Q5247934"
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The following pages link to Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) (Q5247934):
Displaying 4 items.
- Spatial contagion between financial markets: new evidence of asymmetric measures (Q2151669) (← links)
- Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics (Q2520433) (← links)
- The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)
- Risk analysis in the brazilian stock market: copula-APARCH modeling for value-at-risk (Q5073425) (← links)
