Pages that link to "Item:Q3650966"
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The following pages link to An empirical analysis of multivariate copula models (Q3650966):
Displayed 19 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)
- Multivariate time-varying \(G\)-\(H\) copula GARCH model and its application in the financial market risk measurement (Q1665236) (← links)
- Estimating non-simplified vine copulas using penalized splines (Q1702016) (← links)
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics (Q2520433) (← links)
- Selection of Vine Copulas (Q2849522) (← links)
- A method for constructing higher-dimensional copulas (Q2892910) (← links)
- THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL (Q2892977) (← links)
- Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
- GSH Dependence Modeling with an Application to Risk Management (Q3167840) (← links)
- Pair-copula constructions for non-Gaussian DAG models (Q3225772) (← links)
- Smooth nonparametric Bernstein vine copulas (Q4555067) (← links)
- Statistical arbitrage with vine copulas (Q4619524) (← links)
- Assessing stock market dependence and contagion (Q5245917) (← links)