No label defined (Q5011444)

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scientific article; zbMATH DE number 7387531

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7387531

Statements

scholarly article

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10.11329/jjssj.45.329

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Toshinao Yoshiba

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publication date

27 August 2021

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Mathematics Subject Classification ID

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zbMATH DE Number

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution

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Fat tails, VaR and subadditivity

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On Bayesian Modeling of Fat Tails and Skewness

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Autoregressive Conditional Density Estimation

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Dependence Modeling with Copulas

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Fast large-sample goodness-of-fit tests for copulas

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Statistical methodologies for the market risk measurement

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Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns

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Sitelinks

Mathematics(1 entry)

mardi Publication:5011444

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