Pages that link to "Item:Q961423"

The following pages link to Efficient estimation of copula-GARCH models (Q961423):

Displaying 15 items.

• The partial copula: properties and associated dependence measures (Q334002) (← links)
• Modeling dependence dynamics through copulas with regime switching (Q414597) (← links)
• Efficient Bayesian inference for stochastic time-varying copula models (Q434914) (← links)
• Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
• Efficient two-step estimation via targeting (Q1676369) (← links)
• On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303) (← links)
• Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
• Conditional copula simulation for systemic risk stress testing (Q2015640) (← links)
• Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
• Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo (Q2178935) (← links)
• Truncation of vine copulas using fit indices (Q2350036) (← links)
• Joint forecasts of Dow Jones stocks under general multivariate loss function (Q2445692) (← links)
• Time-varying joint distribution through copulas (Q2445695) (← links)
• Efficient estimation of a semiparametric dynamic copula model (Q2445713) (← links)
• A mixed copula model for insurance claims and claim sizes (Q2866311) (← links)