Pages that link to "Item:Q2001089"
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The following pages link to Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089):
Displaying 4 items.
- Editorial for the special issue on dependence models (Q2001080) (← links)
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns (Q2280583) (← links)
- Maximum likelihood and maximum a posteriori estimators for the Riesz probability distribution (Q3389644) (← links)