Pages that link to "Item:Q3367416"
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The following pages link to Measurement of aggregate risk with copulas (Q3367416):
Displayed 26 items.
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Copula-based grouped risk aggregation under mixed operation. (Q265158) (← links)
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
- Fragility index of block tailed vectors (Q419295) (← links)
- Copula density estimation by total variation penalized likelihood with linear equality constraints (Q425397) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- Additive generators of copulas (Q529111) (← links)
- Dependence patterns associated with the fundamental diagram: a copula function approach (Q621477) (← links)
- Constructing generalized FGM copulas by means of certain univariate distributions (Q870520) (← links)
- Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
- Empirical likelihood based confidence intervals for copulas (Q958913) (← links)
- The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study (Q961410) (← links)
- A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127) (← links)
- Jackknife empirical likelihood method for copulas (Q1944367) (← links)
- Crisis and risk dependencies (Q2253371) (← links)
- Decision-making from a risk assessment perspective for corporate mergers and acquisitions (Q2355199) (← links)
- Measuring the coupled risks: A copula-based CVaR model (Q2378280) (← links)
- On tail dependence: a characterization for first-order max-autoregressive processes (Q2435884) (← links)
- Estimating the error distribution in multivariate heteroscedastic time-series models (Q2475776) (← links)
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (Q2513330) (← links)
- Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
- On Generators in Archimedean Copulas (Q3120148) (← links)
- GENERAL CHARACTERIZATION OF SOME STATISTICAL TOOLS FOR MEASURING ASYMPTOTIC DEPENDENCE (Q5204667) (← links)
- Dependence of Stock Returns in Bull and Bear Markets (Q5417592) (← links)
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (Q5718589) (← links)
- Generalized information matrix tests for copulas (Q5860958) (← links)