Pages that link to "Item:Q629513"

The following pages link to Modelling dependence structure with Archimedean copulas and applications to the iTraxx CDS index (Q629513):

Displaying 3 items.

• A test for Archimedeanity in bivariate copula models (Q443784) (← links)
• Computation and application of copula-based weighted average quantile regression (Q2515106) (← links)
• Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation (Q6596951) (← links)