The following pages link to Covar of families of copulas (Q342737):
Displaying 19 items.
- On conditional value at risk (CoVaR) for tail-dependent copulas (Q515554) (← links)
- The conditional Haezendonck-Goovaerts risk measure (Q826720) (← links)
- Bivariate box plots based on quantile regression curves (Q828060) (← links)
- On quantile based co-risk measures and their estimation (Q830310) (← links)
- Stochastic orders and co-risk measures under positive dependence (Q1697224) (← links)
- Conditioning of copulas: transformations, invariance and measures of concordance (Q1754603) (← links)
- Stochastic comparisons and bounds for conditional distributions by using copula properties (Q1994046) (← links)
- On copulas of self-similar Ito processes (Q2063748) (← links)
- On the class of truncation invariant bivariate copulas under constraints (Q2069761) (← links)
- The skew normal multivariate risk measurement framework (Q2183562) (← links)
- On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
- Stochastic orders and multivariate measures of risk contagion (Q2656999) (← links)
- (Q3414996) (← links)
- (Q3598080) (← links)
- On peculiarities of\nobreakspace {}CoVaR-based portfolio\nobreakspace {}selection (Q4614225) (← links)
- On dependence consistency of CoVaRand some other systemic risk measures (Q5402790) (← links)
- Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach (Q6148779) (← links)
- Probability equivalent level for CoVaR and VaR (Q6199665) (← links)
- Bivariate tail conditional co-expectation for elliptical distributions (Q6665604) (← links)
