Pages that link to "Item:Q1623548"
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The following pages link to SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548):
Displaying 6 items.
- The partial copula: properties and associated dependence measures (Q334002) (← links)
- Parameter estimation for pair-copula constructions (Q1952431) (← links)
- Risk estimation in exchange rate markets based on stochastic copula approach (Q2088435) (← links)
- (Q5359607) (← links)
- Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model (Q6090554) (← links)
- Understanding relationships with the aggregate zonal imbalance using copulas (Q6580648) (← links)