Pages that link to "Item:Q1424710"

The following pages link to Using copulae to bound the value-at-risk for functions of dependent risks (Q1424710):

Displaying 28 items.

• Constructing Copulas with Given Diagonal and Opposite Diagonal Sections (Q3007830) (← links)
• (Q3534921) (← links)
• SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE (Q3577707) (← links)
• OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS (Q3638809) (← links)
• Using Conditional Copula to Estimate Value-at-Risk in Vietnam’s Foreign Exchange Market (Q4558861) (← links)
• Risk Bounds and Partial Dependence Information (Q4609025) (← links)
• Testing the Gaussian copula hypothesis for financial assets dependences (Q4647266) (← links)
• Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions (Q4647593) (← links)
• Comparison of multivariate risks and positive dependence (Q4819466) (← links)
• A Survey on Time-Varying Copulas: Specification, Simulations, and Application (Q5080162) (← links)
• A Goodness-of-fit Test for Copulas (Q5080467) (← links)
• Modeling dependency between industry production and energy market via stochastic copula approach (Q5082950) (← links)
• Estimating checkerboard approximations with sample <i>d</i>-copulas (Q5086373) (← links)
• Activity maxima in random networks in the heavy tail case (Q5121243) (← links)
• Value‐at‐Risk bounds with two‐sided dependence information (Q5241569) (← links)
• Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) (Q5247934) (← links)
• Utility Copula Functions Matching All Boundary Assessments (Q5301132) (← links)
• OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION (Q5487832) (← links)
• THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY (Q5493854) (← links)
• (Q5879921) (← links)
• Assessment of dependent risk using extreme value theory in a time-varying framework (Q5886714) (← links)
• Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
• A Conversation With Paul Embrechts (Q6064127) (← links)
• Model risk in credit risk (Q6078435) (← links)
• The impact of correlation on (Range) Value-at-Risk (Q6114644) (← links)
• Conditional quantiles: an operator-theoretical approach (Q6160983) (← links)
• Estimation of nonstrict Archimedean copulas and its application to quantum networks (Q6574647) (← links)
• The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach (Q6620912) (← links)