Pages that link to "Item:Q2255953"
From MaRDI portal
The following pages link to Measuring rank correlation coefficients between financial time series: a GARCH-copula based sequence alignment algorithm (Q2255953):
Displaying 6 items.
- Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
- Dynamic contagion of systemic risks on global main equity markets based on Granger causality networks (Q1727318) (← links)
- Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts (Q1749519) (← links)
- Using parametric classification trees for model selection with applications to financial risk management (Q1751885) (← links)
- Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938) (← links)
- On the risk prediction and analysis of soft information in finance reports (Q1752794) (← links)
