Pages that link to "Item:Q3375391"

The following pages link to Empirical estimation of tail dependence using copulas: application to Asian markets (Q3375391):

Displaying 17 items.

• Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
• Maintaining tail dependence in data shuffling using \(t\) copula (Q631546) (← links)
• Copula estimation through wavelets (Q783265) (← links)
• Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
• Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management (Q2059101) (← links)
• A mixture of Clayton, Gumbel, and Frank copulas: a complete dependence model (Q2149175) (← links)
• Study of partial and average conditional Kendall's tau (Q2236383) (← links)
• Change analysis of a dynamic copula for measuring dependence in multivariate financial data (Q3564811) (← links)
• A multivariate Lévy process model with linear correlation (Q3645200) (← links)
• The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)
• A new time-varying optimal copula model identifying the dependence across markets (Q4555089) (← links)
• Space‐efficient estimation of empirical tail dependence coefficients for bivariate data streams (Q4970307) (← links)
• PERFORMANCE OF PROGNOSIS INDICATORS FOR SUPERIMPOSED RENEWAL PROCESSES (Q5051153) (← links)
• Estimating checkerboard approximations with sample <i>d</i>-copulas (Q5086373) (← links)
• (Q5456158) (← links)
• Plug-in estimation of dependence characteristics of Archimedean copula via Bézier curve (Q6174111) (← links)
• Nonparametric estimator of the tail dependence coefficient: balancing bias and variance (Q6640112) (← links)