Pages that link to "Item:Q956837"
From MaRDI portal
The following pages link to Fitting bivariate cumulative returns with copulas (Q956837):
Displaying 16 items.
- Comparison study between {MCMC}-based and weight-based Bayesian methods for identification of joint distribution (Q381535) (← links)
- Estimating value at risk of portfolio by conditional copula-GARCH method (Q659148) (← links)
- Constructing copula functions with weighted geometric means (Q840726) (← links)
- A new algorithm based on copulas for VaR valuation with empirical calculations (Q883999) (← links)
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
- Editorial: Advances in mixture models (Q1020196) (← links)
- Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns (Q1936559) (← links)
- Moments of discounted aggregate claims with dependence based on Spearman copula (Q2175836) (← links)
- Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach (Q2330490) (← links)
- An explicit version of the Chebyshev-Markov-Stieltjes inequalities and its applications (Q2405785) (← links)
- Estimating fibres' material parameter distributions from limited data with the help of Bayesian inference (Q2421961) (← links)
- Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes (Q2514625) (← links)
- Estimation methods for expected shortfall (Q2879025) (← links)
- Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function (Q3625345) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- New Families of Copulas Based on Periodic Functions (Q5314576) (← links)
