Pages that link to "Item:Q5034252"
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The following pages link to A multivariate volatility vine copula model (Q5034252):
Displaying 4 items.
- Forecasting VaR and ES of stock index portfolio: a vine copula method (Q1783220) (← links)
- A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series (Q2008095) (← links)
- Dual volatility and dependence parameters and the copula (Q2270425) (← links)
- (Q5011443) (← links)