Pages that link to "Item:Q3650966"

The following pages link to An empirical analysis of multivariate copula models (Q3650966):

Displaying 37 items.

• Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
• Multivariate measures of concordance for copulas and their marginals (Q325006) (← links)
• An invitation to coupling and copulas: with applications to multisensory modeling (Q334448) (← links)
• Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
• Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
• SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
• Vine-copula GARCH model with dynamic conditional dependence (Q1623562) (← links)
• Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
• Multivariate time-varying \(G\)-\(H\) copula GARCH model and its application in the financial market risk measurement (Q1665236) (← links)
• Estimating non-simplified vine copulas using penalized splines (Q1702016) (← links)
• Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
• Modelling mortality dependence: an application of dynamic vine copula (Q2038244) (← links)
• A comprehensive family of copulas to model bivariate random noise and perturbation (Q2049227) (← links)
• An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (Q2157214) (← links)
• Explaining predictive models using Shapley values and non-parametric vine copulas (Q2236381) (← links)
• Evaluation and prediction under hierarchical and bivariate copula models for seat belt use data (Q2241473) (← links)
• Detection of heterogeneous structures on the Gaussian copula model using projective power entropy (Q2510948) (← links)
• Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics (Q2520433) (← links)
• On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity (Q2666967) (← links)
• Selection of Vine Copulas (Q2849522) (← links)
• A method for constructing higher-dimensional copulas (Q2892910) (← links)
• The joint distribution of stock returns is not elliptical (Q2892977) (← links)
• Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
• GSH Dependence Modeling with an Application to Risk Management (Q3167840) (← links)
• Pair-copula constructions for non-Gaussian DAG models (Q3225772) (← links)
• Smooth nonparametric Bernstein vine copulas (Q4555067) (← links)
• Statistical arbitrage with vine copulas (Q4619524) (← links)
• Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks (Q5066450) (← links)
• (Q5120642) (← links)
• Assessing stock market dependence and contagion (Q5245917) (← links)
• (Q5424549) (← links)
• Elements of Copula Modeling with R (Q5741927) (← links)
• A Mixed Copula-Based Vector Autoregressive Model for Econometric Analysis (Q5876092) (← links)
• Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
• Copula sensitivity analysis for portfolio credit derivatives (Q6167430) (← links)
• Multivariate joint probability function of earthquake ground motion prediction equations based on vine copula approach (Q6534762) (← links)
• Maximum likelihood estimation of multivariate regime switching Student-\(t\) copula models (Q6663973) (← links)