Pages that link to "Item:Q1010574"
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The following pages link to Extremal financial risk models and portfolio evaluation (Q1010574):
Displaying 15 items.
- Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
- Portfolio risk assessment using multivariate extreme value methods (Q482071) (← links)
- Tail dependence between order statistics (Q764486) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- Modelling dynamic portfolio risk using risk drivers of elliptical processes (Q1017766) (← links)
- Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
- Mark to market value at risk (Q1739653) (← links)
- Extreme market risk and extreme value theory (Q2227458) (← links)
- Quotient correlation: a sample based alternative to Pearson's correlation (Q2426632) (← links)
- Intradaily dynamic portfolio selection (Q2445697) (← links)
- A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach (Q2968467) (← links)
- (Q3072880) (← links)
- (Q3639769) (← links)
- An extended sparse max-linear moving model with application to high-frequency financial data (Q5880168) (← links)
- Extreme Quantile Estimation for Autoregressive Models (Q6634896) (← links)