Pages that link to "Item:Q443763"
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The following pages link to A review of copula models for economic time series (Q443763):
Displaying 39 items.
- A non-linear forecast combination procedure for binary outcomes (Q2691668) (← links)
- Construction of leading economic index for recession prediction using vine copulas (Q2700564) (← links)
- Copula modeling: An introduction for practitioners (Q2786295) (← links)
- Monitoring Changes in RCA Models (Q2833367) (← links)
- Modelling financial time series using reflections of copulas (Q2871612) (← links)
- Optimal designs for copula models (Q2953573) (← links)
- Non‐parametric Copula Estimation Under Bivariate Censoring (Q3460654) (← links)
- Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series (Q3505329) (← links)
- The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)
- A new time-varying optimal copula model identifying the dependence across markets (Q4555089) (← links)
- PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753) (← links)
- DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS (Q4967793) (← links)
- Time-Varying Mixture Copula Models with Copula Selection (Q5066788) (← links)
- Nonparametric dependence modeling via cluster analysis: A financial contagion application (Q5084004) (← links)
- (Q5125158) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)
- Time-varying copula models for financial time series (Q5197403) (← links)
- A NEW TRIPLE OPTIMALITY CRITERION CDKL (Q5220287) (← 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)
- Wavelet estimation of copula density via thresholding methods under censoring (Q6100195) (← links)
- Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach (Q6148779) (← links)
- Inference for accelerated bivariate dependent competing risks model based on Archimedean copulas under progressive censoring (Q6192309) (← links)
- Penalized estimation of hierarchical Archimedean copula (Q6200950) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- COPAR -- multivariate time series modeling using the copula autoregressive model (Q6574650) (← links)
- Understanding relationships with the aggregate zonal imbalance using copulas (Q6580648) (← links)
- Copulae: an overview and recent developments (Q6602358) (← links)
- Dealing With Endogeneity in Threshold Models Using Copulas (Q6617743) (← links)
- The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach (Q6620912) (← links)
- Is a Normal Copula the Right Copula? (Q6626311) (← links)
- Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula (Q6626323) (← links)
- A spatially-weighted AMH copula-based dissimilarity measure for clustering variables: an application to urban thermal efficiency (Q6626639) (← links)
- Recovery of original individual person data (IPD) inferences from empirical IPD summaries only: applications to distributed computing under disclosure constraints (Q6627537) (← links)
- A new wavelet estimator of multivariate copula densities based on Sklar's theorem, with optimal strong uniform convergence rate (Q6629789) (← links)
- Estimation of non-smooth non-parametric estimating equations models with dependent data (Q6655921) (← links)
- Maximum likelihood estimation of multivariate regime switching Student-\(t\) copula models (Q6663973) (← links)