Pages that link to "Item:Q2445713"
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The following pages link to Efficient estimation of a semiparametric dynamic copula model (Q2445713):
Displaying 29 items.
- Estimation of copula-based semiparametric time series models (Q274894) (← links)
- An efficient nonparametric estimator for models with nonlinear dependence (Q278497) (← links)
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
- Efficient Bayesian inference for stochastic time-varying copula models (Q434914) (← links)
- Semiparametric estimation of conditional copulas (Q443773) (← links)
- Conditional copulas, association measures and their applications (Q901578) (← links)
- Semiparametric bivariate Archimedean copulas (Q901593) (← links)
- Efficient estimation of copula-GARCH models (Q961423) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Testing for structural breaks in factor copula models (Q1739863) (← links)
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- Multivariate and functional covariates and conditional copulas (Q1950860) (← links)
- Tails of correlation mixtures of elliptical copulas (Q2276214) (← links)
- Dynamic D-vine copula model with applications to Value-at-Risk (VaR) (Q2417030) (← links)
- On the distribution of sums of random variables with copula-induced dependence (Q2514603) (← links)
- Diffusion copulas: identification and estimation (Q2658762) (← links)
- Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
- Portfolio optimization for inventory financing: copula-based approaches (Q2669576) (← links)
- Non-parametric estimation of copula parameters: testing for time-varying correlation (Q2687861) (← links)
- Semiparametric multivariate volatility models (Q2886942) (← links)
- Smooth nonparametric Bernstein vine copulas (Q4555067) (← links)
- A new time-varying optimal copula model identifying the dependence across markets (Q4555089) (← links)
- Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk (Q4991032) (← links)
- Time-Varying Mixture Copula Models with Copula Selection (Q5066788) (← links)
- A Survey on Time-Varying Copulas: Specification, Simulations, and Application (Q5080162) (← links)
- An economic evaluation of stock–bond return comovements with copula-based GARCH models (Q5245467) (← links)
- Pseudo Self-Consistent Estimation of a Copula Model with Informative Censoring (Q5467680) (← links)
- Spline approximations to conditional Archimedean copula (Q6537791) (← links)
- The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach (Q6620912) (← links)
