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The following pages link to Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects (Q2445710):
Displayed 3 items.
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects (Q2445710) (← links)
- Forecasting Surrender Rates Using Elliptical Copulas and Financial Variables (Q5379122) (← links)