Pages that link to "Item:Q1926916"
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The following pages link to Measuring the subprime crisis contagion: evidence of change point analysis of copula functions (Q1926916):
Displaying 12 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- Construction of asymmetric copulas and its application in two-dimensional reliability modelling (Q296786) (← links)
- The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach (Q321012) (← links)
- Copula theory and probabilistic sensitivity analysis: is there a connection? (Q1740560) (← links)
- Liquidity tail risk and credit default swap spreads (Q1749525) (← links)
- Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938) (← links)
- Time-varying quantile association regression model with applications to financial contagion and VaR (Q1752286) (← links)
- A comparison of tail dependence estimators (Q2178099) (← links)
- Measuring contagion of subprime crisis based on MVMQ-CAViaR method (Q2321389) (← links)
- Smooth nonparametric Bernstein vine copulas (Q4555067) (← links)
- Loss function-based change point detection in risk measures (Q6113344) (← links)
- Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods (Q6148815) (← links)
