Modelling and estimation for bivariate financial returns (Q6574879)
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scientific article; zbMATH DE number 7883362
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| English | Modelling and estimation for bivariate financial returns |
scientific article; zbMATH DE number 7883362 |
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Modelling and estimation for bivariate financial returns (English)
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19 July 2024
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asymptotic tail dependence
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maximum likelihood estimation
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multivariate skew distribution
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skew \(t\) distributions
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skew Variance Gamma distribution
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tail behaviour
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\texttt{WinBUGS}
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