Pages that link to "Item:Q2871286"
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The following pages link to Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50 (Q2871286):
Displaying 25 items.
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- Factor copula models for multivariate data (Q391802) (← links)
- A closed-form universal trivariate pair-copula (Q499766) (← links)
- Copula directed acyclic graphs (Q517376) (← links)
- Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas (Q1648677) (← links)
- Quantifying market risk with value-at-risk or expected shortfall? -- Consequences for capital requirements and model risk (Q1656799) (← links)
- Structure learning in Bayesian networks using regular vines (Q1659079) (← links)
- Model distances for vine copulas in high dimensions (Q1702012) (← links)
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
- Testing for structural breaks in factor copula models (Q1739863) (← links)
- Conditional copula simulation for systemic risk stress testing (Q2015640) (← links)
- Modelling mortality dependence: an application of dynamic vine copula (Q2038244) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Modeling vine-production function: an approach based on vine copula (Q2162548) (← links)
- Early warnings indicators of financial crises via auto regressive moving average models (Q2198492) (← links)
- Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios (Q2288967) (← links)
- Truncation of vine copulas using fit indices (Q2350036) (← links)
- Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (Q2350037) (← links)
- Structured factor copula models: theory, inference and computation (Q2350038) (← links)
- Portfolio optimization for inventory financing: copula-based approaches (Q2669576) (← links)
- Construction of leading economic index for recession prediction using vine copulas (Q2700564) (← links)
- Selection of Vine Copulas (Q2849522) (← links)
- Representing Sparse Gaussian DAGs as Sparse R-Vines Allowing for Non-Gaussian Dependence (Q3391116) (← links)
- MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS (Q5379412) (← links)
- Vine copula structure representations using graphs and matrices (Q6495088) (← links)
