The following pages link to (Q2771732):
Displaying 37 items.
- Time-dependent copulas (Q443766) (← links)
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
- Globally evolutionarily stable portfolio rules (Q928881) (← links)
- Bayesian copula selection (Q1010423) (← links)
- Recovery of ruin probability and value at risk from the scaled Laplace transform inversion (Q1639543) (← links)
- Hybrid Clayton-Frank convolution-based bivariate Archimedean copula (Q1658208) (← links)
- An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
- Risk tomography (Q1681334) (← links)
- Degree stability of a minimum spanning tree of price return and volatility (Q1873934) (← links)
- Value at risk methodology under soft conditions approach (fuzzy-stochastic approach) (Q1887922) (← links)
- Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution (Q1927130) (← links)
- Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments (Q1936595) (← links)
- Pricing basket default swaps using quasi-analytic techniques (Q2044822) (← links)
- Measuring and testing interdependence among random vectors based on Spearman's \(\rho\) and Kendall's \(\tau\) (Q2228222) (← links)
- A copula based ICA algorithm and its application to time series clustering (Q2317172) (← links)
- Higher-moment buffered probability (Q2329645) (← links)
- Copula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalization (Q2398848) (← links)
- Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
- Tail dependence and smoothness of time series (Q2666039) (← links)
- Non-parametric estimation of copula parameters: testing for time-varying correlation (Q2687861) (← links)
- A new bivariate Archimedean copula with application to the evaluation of VaR (Q2700544) (← links)
- Restoring Definiteness via Shrinking, with an Application to Correlation Matrices with a Fixed Block (Q2805267) (← links)
- Reliable Quantification and Efficient Estimation of Credit Risk (Q2841947) (← links)
- Dependence structure of market states (Q3302373) (← links)
- Optimal Expected-Shortfall Portfolio Selection with Copula-Induced Dependence (Q4559325) (← links)
- ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE (Q4561969) (← links)
- Statistical analysis of financial time series under the assumption of local stationarity (Q4610227) (← links)
- On the price of risk in a mean-risk optimization model (Q4619512) (← links)
- Equilibrium Pricing Transforms: New Results Using Buhlmann’s 1980 Economic Model (Q4661673) (← links)
- Asymptotic Value-at-Risk Estimates for Sums of Dependent Random Variables (Q4661674) (← links)
- Improvements of Rackwitz–Fiessler Method for Correlated Structural Reliability Analysis (Q5112001) (← links)
- Modeling and Generating Dependent Risk Processes for IRM and DFA (Q5490569) (← links)
- A Simple Density-Based Empirical Likelihood Ratio Test for Independence (Q5877660) (← links)
- (Q5879921) (← links)
- Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)
- On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading (Q6173893) (← links)
- (Q6174111) (← links)
