Pages that link to "Item:Q434914"
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The following pages link to Efficient Bayesian inference for stochastic time-varying copula models (Q434914):
Displaying 15 items.
- Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
- Vine-copula GARCH model with dynamic conditional dependence (Q1623562) (← links)
- Regime switches in the dependence structure of multidimensional financial data (Q1623563) (← links)
- A new approach to risk-return trade-off dynamics via decomposition (Q1656505) (← links)
- Unfolded GARCH models (Q1657508) (← links)
- A classification point-of-view about conditional Kendall's tau (Q1738003) (← links)
- Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics (Q2520433) (← links)
- Selection of Vine Copulas (Q2849522) (← links)
- Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation (Q5066000) (← links)
- Time-Varying Mixture Copula Models with Copula Selection (Q5066788) (← links)
- The copula directional dependence by stochastic volatility models (Q5085923) (← links)
- CD-vine model for capturing complex dependence (Q5861182) (← links)
- Efficient data augmentation techniques for some classes of state space models (Q6111471) (← links)
- Multivariate option pricing using copulae (Q6570854) (← links)
- Clayton copula for survival data with dependent censoring: an application to a tuberculosis treatment adherence data (Q6626938) (← links)
