Pages that link to "Item:Q726592"
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The following pages link to High-dimensional copula-based distributions with mixed frequency data (Q726592):
Displaying 11 items.
- On non-central squared copulas (Q130005) (← links)
- Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas (Q1648677) (← links)
- Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions (Q1792481) (← links)
- Managing liquidity with portfolio staleness (Q2044821) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies (Q2121830) (← links)
- Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
- Calibration estimation of semiparametric copula models with data missing at random (Q2274933) (← links)
- Copula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalization (Q2398848) (← links)
- A generalized heterogeneous autoregressive model using market information (Q5092664) (← links)
- A closed-form formula characterization of the Epps effect (Q5121493) (← links)
