Pages that link to "Item:Q2687861"
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The following pages link to Non-parametric estimation of copula parameters: testing for time-varying correlation (Q2687861):
Displaying 3 items.
- Nonparametric estimation of time varying correlation coefficient (Q2131990) (← links)
- Measuring rank correlation coefficients between financial time series: a GARCH-copula based sequence alignment algorithm (Q2255953) (← links)
- Score test for varying copula parameter in bivariate financial time series (Q2888200) (← links)