Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach
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Cites work
- A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour
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- GitHub
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
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- Multivariate extreme‐value distributions with applications to environmental data
- Probability density decomposition for conditionally dependent random variables modeled by vines
- Stationary and self-similar processes driven by Lévy processes
- Uncertainty Analysis with High Dimensional Dependence Modelling
- Vines -- a new graphical model for dependent random variables.
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