The following pages link to (Q3600720):
Displaying 21 items.
- Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
- Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- Derivatives and Fisher information of bivariate copulas (Q744776) (← links)
- Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
- Change point detection in SCOMDY models (Q1621241) (← links)
- Copula parameter change test for nonlinear AR models with nonlinear GARCH errors (Q1731361) (← links)
- Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo (Q2178935) (← links)
- A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
- Estimating dynamic copula dependence using intraday data (Q2687886) (← links)
- Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models (Q2700525) (← links)
- Robust estimation for copula parameter in SCOMDY models (Q2852593) (← links)
- Estimating Archimedean copulas in high dimensions (Q2914946) (← links)
- Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
- Maximum likelihood estimation of mixed C-vines with application to exchange rates (Q4970956) (← links)
- Time-varying copula models for financial time series (Q5197403) (← links)
- RANDOMIZATION TESTS OF COPULA SYMMETRY (Q5859562) (← links)
- Is CSR linked to Idiosyncratic risk? Evidence from the copula approach (Q6547081) (← links)
