Pages that link to "Item:Q2520433"
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The following pages link to Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics (Q2520433):
Displaying 3 items.
- Risk analysis in the brazilian stock market: copula-APARCH modeling for value-at-risk (Q5073425) (← links)
- Transform MCMC schemes for sampling intractable factor copula models (Q6164840) (← links)
- Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets (Q6553231) (← links)