Pages that link to "Item:Q3564811"
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The following pages link to Change analysis of a dynamic copula for measuring dependence in multivariate financial data (Q3564811):
Displaying 13 items.
- Dynamic bivariate normal copula (Q295132) (← links)
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Monitoring test for stability of copula parameter in time series (Q488592) (← links)
- Change point detection in SCOMDY models (Q1621241) (← links)
- Copula parameter change test for nonlinear AR models with nonlinear GARCH errors (Q1731361) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- Age-specific copula-AR-GARCH mortality models (Q2347102) (← links)
- A new time-varying optimal copula model identifying the dependence across markets (Q4555089) (← links)
- Testing and dating structural changes in copula-based dependence measures (Q5073383) (← links)
- Change point detection in copula ARMA–GARCH Models (Q5397933) (← links)
