Pages that link to "Item:Q951184"

The following pages link to Tail dependence of skewed grouped \(t\)-distributions (Q951184):

Displaying 12 items.

• The bivariate normal copula function is regularly varying (Q643238) (← links)
• Tail dependence for two skew \(t\) distributions (Q968464) (← links)
• Asymmetry in tail dependence in equity portfolios (Q1659125) (← links)
• Multivariate models for dependent clusters of variables with conditional independence given aggregation variables (Q1659364) (← links)
• Corrigendum to: ``Tail dependence of skewed grouped \(t\)-distributions'' (Q2270873) (← links)
• Tail dependence for skew Laplace distribution and skew Cauchy distribution (Q2817151) (← links)
• MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION (Q2909514) (← links)
• The<i>t</i>copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management (Q2994844) (← links)
• Tail dependence and skew distributions (Q3169211) (← links)
• Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions (Q4976492) (← links)
• (Q5879924) (← links)
• Modelling and estimation for bivariate financial returns (Q6574879) (← links)