Pages that link to "Item:Q3650966"
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The following pages link to An empirical analysis of multivariate copula models (Q3650966):
Displaying 7 items.
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
- Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
- SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
- Vine-copula GARCH model with dynamic conditional dependence (Q1623562) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Estimating non-simplified vine copulas using penalized splines (Q1702016) (← links)
