Pages that link to "Item:Q4960698"
From MaRDI portal
The following pages link to Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns (Q4960698):
Displaying 12 items.
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Copula-based measures of asymmetry between the lower and upper tail probabilities (Q2110347) (← links)
- Conditional normal extreme-value copulas (Q2231306) (← links)
- Tail densities of skew-elliptical distributions (Q2418530) (← links)
- Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market (Q3574716) (← links)
- Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (Q4921583) (← links)
- (Q5011444) (← links)
- Copula diagnostics for asymmetries and conditional dependence (Q5037090) (← links)
- High-Dimensional Copula Variational Approximation Through Transformation (Q5066743) (← links)
- Copula density estimation by finite mixture of parametric copula densities (Q5082781) (← links)
- (Q5879924) (← links)
- Statistical disclosure control for continuous variables using an extended skew-t copula (Q6580692) (← links)