Pages that link to "Item:Q5197403"
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The following pages link to Time-varying copula models for financial time series (Q5197403):
Displaying 7 items.
- Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
- Time-dependent copulas (Q443766) (← links)
- Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
- Score test for varying copula parameter in bivariate financial time series (Q2888200) (← links)
- Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function (Q3625345) (← links)
- (Q5143634) (← links)
- Financial Crisis, VaR Forecasts and the Performance of Time Varying EVT-Copulas (Q5171775) (← links)