The following pages link to QRM (Q23304):
Displaying 50 items.
- BFpack (Q45829) (← links)
- Estimation in exponential families on permutations (Q70429) (← links)
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- (Q100391) (redirect page) (← links)
- Extremal attractors of Liouville copulas (Q110549) (← links)
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- An R Package for Value at Risk and Expected Shortfall (Q129979) (← links)
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model (Q257447) (← links)
- Model-based clustering and classification with non-normal mixture distributions (Q257605) (← links)
- On the limit of conditional Spearman's rho under the common factor model (Q262536) (← links)
- Copula-based grouped risk aggregation under mixed operation. (Q265158) (← links)
- Dependence of exchangeable residual lifetimes subject to failure (Q272488) (← links)
- Bayesian tail risk interdependence using quantile regression (Q273621) (← links)
- Sequential Bayesian model selection of regular vine copulas (Q273648) (← links)
- Markov regime-switching quantile regression models and financial contagion detection (Q282262) (← links)
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← links)
- Dynamic bivariate normal copula (Q295132) (← links)
- Baseline value specification and sensitivity analysis in multiattribute project portfolio selection (Q296608) (← links)
- On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732) (← links)
- Book review of: A. J. McNeil et al., Quantitative risk management. Concepts, techniques and tools. Rev. ed. (Q303746) (← links)
- Bernoulli and tail-dependence compatibility (Q303963) (← links)
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Estimation of linear composite quantile regression using EM algorithm (Q310670) (← links)
- On the relationship between entropy, demand uncertainty, and expected loss (Q319648) (← links)
- Ordering Gini indexes of multivariate elliptical risks (Q320267) (← links)
- Bayesian approaches for analyzing earthquake catastrophic risk (Q320279) (← links)
- Take it to the limit: innovative CVaR applications to extreme credit risk measurement (Q320976) (← links)
- New copulas based on general partitions-of-unity and their applications to risk management (Q324993) (← links)
- Joint weak hazard rate order under non-symmetric copulas (Q325001) (← links)
- A flexible and tractable class of one-factor copulas (Q340843) (← links)
- Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
- A note on tail dependence regression (Q391808) (← links)
- Geometric interpretation of the residual dependence coefficient (Q391914) (← links)
- The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance (Q398802) (← links)
- Sample-path large deviations in credit risk (Q410789) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- Multivariate stress scenarios and solvency (Q414588) (← links)
- A multivariate piecing-together approach with an application to operational loss data (Q418229) (← links)
- Bayesian estimation of a bivariate copula using the Jeffreys prior (Q418233) (← links)
- Precise large deviations of random sums in presence of negative dependence and consistent variation (Q429982) (← links)
- Tail risk of multivariate regular variation (Q429988) (← links)
- Autocopulas: investigating the interdependence structure of stationary time series (Q430873) (← links)
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Time-dependent copulas (Q443766) (← links)
