Pages that link to "Item:Q302191"

The following pages link to Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191):

Displaying 18 items.

• A review of copula models for economic time series (Q443763) (← links)
• On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
• Copula-MGARCH with continuous covariance decomposition (Q529780) (← links)
• Long-tail longitudinal modeling of insurance company expenses (Q661252) (← links)
• High-dimensional copula-based distributions with mixed frequency data (Q726592) (← links)
• Analysis of dynamic correlation of Japanese stock returns with network clustering (Q1627816) (← links)
• Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas (Q1648677) (← links)
• Asymmetry in tail dependence in equity portfolios (Q1659125) (← links)
• Testing for nonlinearity in conditional covariances (Q1695687) (← links)
• Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: applications for financial risk management (Q2116329) (← links)
• Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo (Q2178935) (← links)
• Structured factor copula models: theory, inference and computation (Q2350038) (← links)
• Multivariate longitudinal modeling of insurance company expenses (Q2444721) (← links)
• A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
• Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
• (Q6039730) (← links)
• Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model (Q6090554) (← links)
• Mutual volatility transmission between assets and trading places (Q6184348) (← links)