Pages that link to "Item:Q1927146"

The following pages link to Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146):

Displaying 50 items.

• Factor tree copula models for item response data (Q72193) (← links)
• Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
• Default probability estimation via pair copula constructions (Q320930) (← links)
• The partial copula: properties and associated dependence measures (Q334002) (← links)
• Factor copula models for multivariate data (Q391802) (← links)
• Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
• On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood (Q394097) (← links)
• Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (Q470423) (← links)
• Vine-copula GARCH model with dynamic conditional dependence (Q1623562) (← links)
• Regime switches in the dependence structure of multidimensional financial data (Q1623563) (← links)
• A family of block-wise one-factor distributions for modeling high-dimensional binary data (Q1658362) (← links)
• Asymmetry in tail dependence in equity portfolios (Q1659125) (← links)
• Copula-based measures of reflection and permutation asymmetry and statistical tests (Q1685296) (← links)
• On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303) (← links)
• A copula model for non-Gaussian multivariate spatial data (Q1755126) (← links)
• Forecasting VaR and ES of stock index portfolio: a vine copula method (Q1783220) (← links)
• Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661) (← links)
• Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management (Q2059101) (← links)
• Copula-based measures of asymmetry between the lower and upper tail probabilities (Q2110347) (← links)
• A mixture of Clayton, Gumbel, and Frank copulas: a complete dependence model (Q2149175) (← links)
• Quantile correlation coefficient: a new tail dependence measure (Q2165833) (← links)
• Vine copula regression for observational studies (Q2218559) (← links)
• Crisis and risk dependencies (Q2253371) (← links)
• Measuring rank correlation coefficients between financial time series: a GARCH-copula based sequence alignment algorithm (Q2255953) (← links)
• Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
• Truncation of vine copulas using fit indices (Q2350036) (← links)
• Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
• Measures of tail asymmetry for bivariate copulas (Q2392710) (← links)
• Dynamic D-vine copula model with applications to Value-at-Risk (VaR) (Q2417030) (← links)
• Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525) (← links)
• Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
• Selection of Vine Copulas (Q2849522) (← links)
• Copula-Based Models for Multivariate Discrete Response Data (Q2849533) (← links)
• The bivariate <i>K</i>-finite normal mixture ‘blanket’ copula (Q3390622) (← links)
• Smooth nonparametric Bernstein vine copulas (Q4555067) (← links)
• Empirical Evidence Linking Futures Price Movements of Biofuel Crops and Conventional Energy Fuel (Q4558847) (← links)
• Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (Q4921583) (← links)
• Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns (Q4960698) (← links)
• Maximum likelihood estimation of mixed C-vines with application to exchange rates (Q4970956) (← links)
• Modeling multivariate cybersecurity risks (Q5036346) (← links)
• Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation (Q5066000) (← links)
• (Q5121460) (← links)
• (Q5121469) (← links)
• Tail-weighted measures of dependence (Q5130181) (← links)
• MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS (Q5379412) (← links)
• High-Dimensional Spatial Quantile Function-on-Scalar Regression (Q5881157) (← links)
• Modelling credit card exposure at default using vine copula quantile regression (Q6168620) (← links)
• Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation (Q6608183) (← links)
• Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines (Q6620894) (← links)
• Analysis of paediatric visual acuity using Bayesian copula models with sinh-arcsinh marginal densities (Q6624716) (← links)