Pages that link to "Item:Q4607216"
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The following pages link to Semiparametric Dynamic Max-Copula Model for Multivariate Time Series (Q4607216):
Displaying 10 items.
- Inference for Archimax copulas (Q2196206) (← links)
- Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
- MULTIVARIATE COMPOSITE COPULAS (Q5067887) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang (Q5880060) (← links)
- Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880061) (← links)
- New extreme value theory for maxima of maxima (Q5880089) (← links)
- Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction (Q6118721) (← links)
- Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets (Q6617811) (← links)
- Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines (Q6620894) (← links)
