The following pages link to Eike Christian Brechmann (Q1623594):
Displaying 16 items.
- VineCopula (Q20170) (← links)
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- (Q1621204) (redirect page) (← links)
- Parsimonious parameterization of correlation matrices using truncated vines and factor analysis (Q1623595) (← links)
- Conditional copula simulation for systemic risk stress testing (Q2015640) (← links)
- Total loss estimation using copula-based regression models (Q2015655) (← links)
- Truncation of vine copulas using fit indices (Q2350036) (← links)
- Selection of Vine Copulas (Q2849522) (← links)
- A mixed copula model for insurance claims and claim sizes (Q2866311) (← links)
- Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50 (Q2871286) (← links)
- Truncated regular vines in high dimensions with application to financial data (Q3225771) (← links)
- A multivariate volatility vine copula model (Q5034252) (← links)
- Bayesian Risk Analysis (Q5165622) (← links)
- (Q5262091) (← links)
- Hierarchical Kendall copulas: Properties and inference (Q5413640) (← links)
- COPAR -- multivariate time series modeling using the copula autoregressive model (Q6574650) (← links)
