Pages that link to "Item:Q2658800"
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The following pages link to Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800):
Displaying 5 items.
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- Parametric copula adjusted for non- and semiparametric regression (Q2131254) (← links)
- Editorial for the special issue on financial econometrics in the age of the digital economy (Q2658785) (← links)
- Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction (Q6118721) (← links)
- Identification and estimation of triangular models with a binary treatment (Q6163252) (← links)
