The following pages link to Extreme Financial Risks (Q3379404):
Displaying 10 items.
- CORRELATION UNDER STRESS IN NORMAL VARIANCE MIXTURE MODELS (Q5247427) (← links)
- Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) (Q5247934) (← links)
- Estimation of the Lognormal-Pareto Distribution Using Probability Weighted Moments and Maximum Likelihood (Q5265822) (← links)
- Absolutely Continuous Copulas with Given Diagonal Sections (Q5494727) (← links)
- Measuring dependence in a set of asset returns (Q6054326) (← links)
- Hierarchy of temporal responses of multivariate self-excited epidemic processes (Q6135213) (← links)
- Multivariate bubbles and antibubbles (Q6176908) (← links)
- Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models (Q6549617) (← links)
- Permutation test of tail dependence (Q6580623) (← links)
- Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk (Q6617769) (← links)
