Pages that link to "Item:Q5107622"
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The following pages link to Goodness‐of‐fit for regime‐switching copula models with application to option pricing (Q5107622):
Displaying 4 items.
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← links)
- Copula Modeling of Serially Correlated Multivariate Data with Hidden Structures (Q6651363) (← links)
- Maximum likelihood estimation of multivariate regime switching Student-\(t\) copula models (Q6663973) (← links)