Pages that link to "Item:Q538184"
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The following pages link to A copula-based model of speculative price dynamics in discrete time (Q538184):
Displaying 13 items.
- A copula-based method to build diffusion models with prescribed marginal and serial dependence (Q340123) (← links)
- Lévy copulae for financial returns (Q727660) (← links)
- Multivariate Markov families of copulas (Q906347) (← links)
- Measure-invariance of copula functions as tool for testing no-arbitrage assumption (Q1743947) (← links)
- A vague multidimensional dependency structure: conditional versus unconditional fuzzy copula models (Q1999200) (← links)
- Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation (Q2443236) (← links)
- A Pure-Jump Transaction-Level Price Model Yielding Cointegration (Q3063005) (← links)
- ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES (Q5010069) (← links)
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS (Q5051173) (← links)
- Mixing and moments properties of a non-stationary copula-based Markov process (Q5077525) (← links)
- (Q5879921) (← links)
- Hedging cryptos with Bitcoin futures (Q6158443) (← links)
- Preservation of ILR and IFR aging classes in sums of dependent random variables (Q6580702) (← links)