Pages that link to "Item:Q2016009"
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The following pages link to VaR-implied tail-correlation matrices (Q2016009):
Displaying 4 items.
- The standard formula of Solvency II: a critical discussion (Q825282) (← links)
- VAR analysis, nonfundamental representations, Blaschke matrices (Q1341215) (← links)
- Quanto option pricing in the presence of fat tails and asymmetric dependence (Q2347727) (← links)
- A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)