Pages that link to "Item:Q1670220"
From MaRDI portal
The following pages link to Linear time-varying regression with copula-DCC-GARCH models for volatility (Q1670220):
Displaying 4 items.
- Semi-parametric estimation and forecasting for exogenous log-GARCH models (Q285838) (← links)
- Profile likelihood approaches for semiparametric copula and frailty models for clustered survival data (Q5036930) (← links)
- Portfolio optimization based on artificial neural network and GARCH-EVT-copula models (Q6535937) (← links)
- Copula deep learning control chart for multivariate zero inflated count response variables (Q6618200) (← links)