Pages that link to "Item:Q538184"
From MaRDI portal
The following pages link to A copula-based model of speculative price dynamics in discrete time (Q538184):
Displaying 10 items.
- Lévy copulae for financial returns (Q727660) (← links)
- Multivariate Markov families of copulas (Q906347) (← links)
- Measure-invariance of copula functions as tool for testing no-arbitrage assumption (Q1743947) (← links)
- A vague multidimensional dependency structure: conditional versus unconditional fuzzy copula models (Q1999200) (← links)
- Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation (Q2443236) (← links)
- ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES (Q5010069) (← links)
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS (Q5051173) (← links)
- Mixing and moments properties of a non-stationary copula-based Markov process (Q5077525) (← links)
- (Q5879921) (← links)
- Preservation of ILR and IFR aging classes in sums of dependent random variables (Q6580702) (← links)
