Pages that link to "Item:Q291847"
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The following pages link to Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847):
Displaying 50 items.
- Clustering of financial time series in risky scenarios (Q2418377) (← links)
- A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
- Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects (Q2445710) (← links)
- Efficient estimation of a semiparametric dynamic copula model (Q2445713) (← links)
- Estimating the error distribution in multivariate heteroscedastic time-series models (Q2475776) (← links)
- Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (Q2511805) (← links)
- Distorted mix method for constructing copulas with tail dependence (Q2513443) (← links)
- Sequential conditional correlations: inference and evaluation (Q2630121) (← links)
- Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
- Non-parametric estimation of copula parameters: testing for time-varying correlation (Q2687861) (← links)
- Estimating dynamic copula dependence using intraday data (Q2687886) (← links)
- Vector copulas (Q2697978) (← links)
- Construction of leading economic index for recession prediction using vine copulas (Q2700564) (← links)
- A Spatial Contagion Test for Financial Markets (Q2805804) (← links)
- HMM and HAC (Q2805807) (← links)
- Robust estimation for copula parameter in SCOMDY models (Q2852593) (← links)
- On testing for independence between the innovations of several time series (Q2856550) (← links)
- A model selection test for bivariate failure-time data (Q2886950) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
- Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- Truncated regular vines in high dimensions with application to financial data (Q3225771) (← links)
- HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE (Q3453247) (← links)
- Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) (← links)
- Portfolio selection with commodities under conditional copulas and skew preferences (Q4683000) (← links)
- DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS (Q4967793) (← links)
- Maximum likelihood estimation of mixed C-vines with application to exchange rates (Q4970956) (← links)
- The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments (Q5014216) (← links)
- Time-Varying Mixture Copula Models with Copula Selection (Q5066788) (← links)
- MULTIVARIATE COMPOSITE COPULAS (Q5067887) (← links)
- Testing and dating structural changes in copula-based dependence measures (Q5073383) (← links)
- A Survey on Time-Varying Copulas: Specification, Simulations, and Application (Q5080162) (← links)
- A Goodness-of-fit Test for Copulas (Q5080467) (← links)
- Copula density estimation by finite mixture of parametric copula densities (Q5082781) (← links)
- Time-varying copula models for financial time series (Q5197403) (← links)
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models (Q5327297) (← links)
- Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model (Q5392690) (← links)
- Change point detection in copula ARMA–GARCH Models (Q5397933) (← links)
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (Q5718589) (← links)
- RANDOMIZATION TESTS OF COPULA SYMMETRY (Q5859562) (← links)
- Generalized information matrix tests for copulas (Q5860958) (← links)
- A diagnostic test for specification of copulas under censorship (Q5861008) (← links)
- Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model (Q6090554) (← links)
- Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
- Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction (Q6118721) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Sparse M-estimators in semi-parametric copula models (Q6565332) (← links)
- Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models (Q6586892) (← links)
- Copulae: an overview and recent developments (Q6602358) (← links)
