Pages that link to "Item:Q888326"
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The following pages link to High dimensional dynamic stochastic copula models (Q888326):
Displaying 6 items.
- High-dimensional copula-based distributions with mixed frequency data (Q726592) (← links)
- Variational inference for high dimensional structured factor copulas (Q830616) (← links)
- Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
- Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas (Q1648677) (← links)
- Testing for structural breaks in factor copula models (Q1739863) (← links)
- A Bayesian semiparametric approach to stochastic frontiers and productivity (Q1755271) (← links)
