Pages that link to "Item:Q2013643"
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The following pages link to Archimedean copulas with applications to VaR estimation (Q2013643):
Displaying 17 items.
- How to improve the fit of Archimedean copulas by means of transforms (Q452292) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- The dispersive effect of cross-aging with archimedean copulas (Q553098) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Estimation of hierarchical Archimedean copulas as a shortest path problem (Q1668652) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- Modeling the dependence of losses of a financial portfolio using nested Archimedean copulas (Q1980361) (← links)
- Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models (Q2282728) (← links)
- Multivariate Archimax copulas (Q2438634) (← links)
- A note on allocation of portfolio shares of random assets with Archimedean copula (Q2449393) (← links)
- On the distribution of sums of random variables with copula-induced dependence (Q2514603) (← links)
- Estimating Archimedean copulas in high dimensions (Q2914946) (← links)
- (Q3098520) (← links)
- (Q4801557) (← links)
- Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables (Q5077243) (← links)
- (Q5262079) (← links)