Pages that link to "Item:Q888326"

The following pages link to High dimensional dynamic stochastic copula models (Q888326):

Displaying 18 items.

• High-dimensional copula-based distributions with mixed frequency data (Q726592) (← links)
• Variational inference for high dimensional structured factor copulas (Q830616) (← links)
• Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
• Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas (Q1648677) (← links)
• Testing for structural breaks in factor copula models (Q1739863) (← links)
• A Bayesian semiparametric approach to stochastic frontiers and productivity (Q1755271) (← links)
• Estimation of spatio-temporal extreme distribution using a quantile factor model (Q2028577) (← links)
• Management and takeover decisions (Q2079440) (← links)
• Fast inference methods for high-dimensional factor copulas (Q2097684) (← links)
• On a model of environmental performance and technology gaps (Q2184076) (← links)
• Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics (Q2520433) (← links)
• Portfolio optimization for inventory financing: copula-based approaches (Q2669576) (← links)
• Convex non-parametric least squares, causal structures and productivity (Q2673586) (← links)
• The Performance of Gaussian and non Gaussian dynamic models in assessing market risk: The Implications for risk management (Q5866078) (← links)
• Portfolio selection based on semivariance and distance correlation under minimum variance framework (Q6067644) (← links)
• Dynamic factor copula models with estimated cluster assignments (Q6090586) (← links)
• Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
• Characterizing correlation matrices that admit a clustered factor representation (Q6198259) (← links)