The following pages link to The t Copula and Related Copulas (Q3421330):
Displaying 50 items.
- Tail dependence of skewed grouped \(t\)-distributions (Q951184) (← links)
- Indirect estimation of elliptical stable distributions (Q961425) (← links)
- Tail dependence for two skew \(t\) distributions (Q968464) (← links)
- Extreme behavior of bivariate elliptical distributions (Q997082) (← links)
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
- A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127) (← links)
- The dominance relation in some families of continuous Archimedean t-norms and copulas (Q1038002) (← links)
- The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
- Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
- SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
- Analysis of dynamic correlation of Japanese stock returns with network clustering (Q1627816) (← links)
- Asymmetry in tail dependence in equity portfolios (Q1659125) (← links)
- Multivariate models for dependent clusters of variables with conditional independence given aggregation variables (Q1659364) (← links)
- Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula (Q1662868) (← links)
- Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
- Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts (Q1749519) (← links)
- A Stein type lemma for the multivariate generalized hyperbolic distribution (Q1753607) (← links)
- Skew \(t\) distributions via the sinh-arcsinh transformation (Q1761549) (← links)
- Copulas, uncertainty, and false discovery rate control (Q1783940) (← links)
- ABC model selection for spatial extremes models applied to south Australian maximum temperature data (Q1796940) (← links)
- Unsupervised data classification using pairwise Markov chains with automatic copulas selection (Q1800063) (← links)
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- Bayesian model choice of grouped \(t\)-copula (Q1930463) (← links)
- A theoretical argument why the \(t\)-copula explains credit risk contagion better than the Gaussian copula (Q1958420) (← links)
- Maximum likelihood estimation of high-dimensional Student-\(t\) copulas (Q1987663) (← links)
- Pricing basket default swaps using quasi-analytic techniques (Q2044822) (← links)
- Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management (Q2059101) (← links)
- A note on the smoothness of densities (Q2059437) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework (Q2079605) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Hedging effectiveness of currency ETFs against WTI crude oil price fluctuations (Q2100519) (← links)
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies (Q2121830) (← links)
- On the use of random forest for two-sample testing (Q2129579) (← links)
- \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
- A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)
- Estimation of multivariate dependence structures via constrained maximum likelihood (Q2163514) (← links)
- Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← links)
- A risk perspective of estimating portfolio weights of the global minimum-variance portfolio (Q2176327) (← links)
- A comparison of tail dependence estimators (Q2178099) (← links)
- Structural change in the link between oil and the European stock market: implications for risk management (Q2178931) (← links)
- On the quantification and efficient propagation of imprecise probabilities with copula dependence (Q2191243) (← links)
- Time evolutions of copulas and foreign exchange markets (Q2200586) (← links)
- Bayesian estimation of Archimedean copula-based SUR quantile models (Q2205282) (← links)
- A time-varying multivariate noncentral contaminated normal copula model and its application to the visualized dependence analysis of Hong Kong stock markets (Q2213441) (← links)
- Conditional normal extreme-value copulas (Q2231306) (← links)
- Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case (Q2236378) (← links)
- Estimating high-resolution red sea surface temperature hotspots, using a low-rank semiparametric spatial model (Q2245130) (← links)
- Crisis and risk dependencies (Q2253371) (← links)
- Copulas from the Fokker-Planck equation (Q2257535) (← links)
