Pages that link to "Item:Q4647236"
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The following pages link to Dependence structures for multivariate high-frequency data in finance (Q4647236):
Displaying 50 items.
- Pair-copula constructions of multiple dependence (Q80563) (← links)
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Financial econometric analysis at ultra-high frequency: Data handling concerns (Q150349) (← links)
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
- Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191) (← links)
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
- An algorithm for constructing high dimensional distributions from distributions of lower dimension (Q397919) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Portfolio risk assessment using multivariate extreme value methods (Q482071) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Goodness-of-fit tests for copulas (Q558063) (← links)
- Out-of-sample comparison of copula specifications in multivariate density forecasts (Q602854) (← links)
- Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
- Lévy copulae for financial returns (Q727660) (← links)
- Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models (Q906585) (← links)
- Extreme behavior of bivariate elliptical distributions (Q997082) (← links)
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
- A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127) (← links)
- Copula model evaluation based on parametric bootstrap (Q1023675) (← links)
- De copulis non est disputandum. Copulae: an overview (Q1635006) (← links)
- Copula in a multivariate mixed discrete-continuous model (Q1658983) (← links)
- Managing risk with a realized copula parameter (Q1659106) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (Q1789603) (← links)
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- Common sampling orders of regular vines with application to model selection (Q2008096) (← links)
- pyvine: the Python package for regular vine copula modeling, sampling and testing (Q2023903) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- Risk estimation in exchange rate markets based on stochastic copula approach (Q2088435) (← links)
- A goodness-of-fit test for copulas based on the collision test (Q2093120) (← links)
- A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models (Q2138264) (← links)
- \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
- Dependence measure for length-biased survival data using copulas (Q2178949) (← links)
- Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
- Crisis and risk dependencies (Q2253371) (← links)
- A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
- Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas (Q2309658) (← links)
- A new approach to measure systemic risk: a bivariate copula model for dependent censored data (Q2315658) (← links)
- Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152) (← links)
- Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (Q2350037) (← links)
- Measuring the coupled risks: A copula-based CVaR model (Q2378280) (← links)
- Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas (Q2630087) (← links)
- Estimating dynamic copula dependence using intraday data (Q2687886) (← links)
- A non-linear forecast combination procedure for binary outcomes (Q2691668) (← links)
- Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
- Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
- Rapid and accurate development of prices and Greeks for<i>n</i>th to default credit swaps in the Li model (Q4610234) (← links)
- Testing the Gaussian copula hypothesis for financial assets dependences (Q4647266) (← links)
