Pages that link to "Item:Q3646981"

The following pages link to Copula–Based Models for Financial Time Series (Q3646981):

Displaying 48 items.

• Stationary vine copula models for multivariate time series (Q111321) (← links)
• Copula-based dynamic models for multivariate time series (Q123371) (← links)
• Copula density estimation by total variation penalized likelihood with linear equality constraints (Q425397) (← links)
• Time-dependent copulas (Q443766) (← links)
• Copula-based semiparametric models for multivariate time series (Q443770) (← links)
• In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes (Q443781) (← links)
• Statistical models and methods for dependence in insurance data (Q458105) (← links)
• Monitoring test for stability of copula parameter in time series (Q488592) (← links)
• A copula-based model of speculative price dynamics in discrete time (Q538184) (← links)
• Out-of-sample comparison of copula specifications in multivariate density forecasts (Q602854) (← links)
• A copula entropy approach to correlation measurement at the country level (Q720659) (← links)
• High dimensional dynamic stochastic copula models (Q888326) (← links)
• The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
• Trade and currency options hedging model (Q1643850) (← links)
• Efficient two-step estimation via targeting (Q1676369) (← links)
• Stochastic distortion and its transformed copula (Q1742719) (← links)
• Single-index copulas (Q1742729) (← links)
• Multivariate dependent interval finite element analysis via convex hull pair constructions and the extended transformation method (Q1987793) (← links)
• Comparing the accuracy of multivariate density forecasts in selected regions of the copula support (Q1991935) (← links)
• Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
• Hedging effectiveness of currency ETFs against WTI crude oil price fluctuations (Q2100519) (← links)
• Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
• Copula-based time series with filtered nonstationarity (Q2116363) (← links)
• Automated variable selection in vector multiplicative error models (Q2445703) (← links)
• A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
• A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving (Q2514626) (← links)
• Non-parametric estimation of copula parameters: testing for time-varying correlation (Q2687861) (← links)
• Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
• A stochastic recurrence equations approach for score driven correlation models (Q5034245) (← links)
• Risk analysis in the brazilian stock market: copula-APARCH modeling for value-at-risk (Q5073425) (← links)
• Python for Unified Research in Econometrics and Statistics (Q5080159) (← links)
• A Survey on Time-Varying Copulas: Specification, Simulations, and Application (Q5080162) (← links)
• (Q5121460) (← links)
• (Q5121462) (← links)
• Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions (Q5177623) (← links)
• Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)
• Zero-inflated count time series models using Gaussian copula (Q5197971) (← links)
• The design of multiple crop insurance in Indonesia based on revenue risk using the copula model approach (Q5861239) (← links)
• Copula-based Markov zero-inflated count time series models with application (Q5861564) (← links)
• (Q5879921) (← links)
• A generalization of Archimedean and Marshall-Olkin copulas family (Q6081874) (← links)
• Financial dependence analysis: applications of vine copulas (Q6552773) (← links)
• On spatial contagion and multivariate GARCH models (Q6570580) (← links)
• Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals (Q6574595) (← links)
• Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models (Q6586892) (← links)
• Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings (Q6617825) (← links)
• Mixed Marginal Copula Modeling (Q6626291) (← links)
• Transformation-Kernel Estimation of Copula Densities (Q6626292) (← links)