The following pages link to (Q5326859):
Displaying 14 items.
- Joint characteristic functions construction via copulas (Q661226) (← links)
- Bounds for path-dependent options (Q902179) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Heavy tails and copulas: limits of diversification revisited (Q1668647) (← links)
- A characterization of joint distribution of two-valued random variables and its applications (Q1861394) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- Bivariate copulas generated by perturbations (Q2445567) (← links)
- Modeling dependence via copula of functionals of Fourier coefficients (Q2665795) (← links)
- A Decomposition of Copulas and Its Use (Q5712003) (← links)
- (Q5852832) (← links)
- Parameterized transformations and truncation: when is the result a copula? (Q6073158) (← links)
- A class of bivariate independence copula transformations (Q6081876) (← links)
- Concentration inequality of sums of dependent subexponential random variables and application to bounds for value-at-risk (Q6549183) (← links)
- Robust pair-copula based forecasts of realized volatility (Q6570566) (← links)
