Pages that link to "Item:Q5719273"

The following pages link to Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data (Q5719273):

Displaying 23 items.

• Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
• Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
• On the family of multivariate chi-square copulas (Q321910) (← links)
• Fitting bivariate cumulative returns with copulas (Q956837) (← links)
• Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
• Robust estimators and tests for bivariate copulas based on likelihood depth (Q1658326) (← links)
• New measure of the bivariate asymmetry (Q2023847) (← links)
• Stress-strength reliability with dependent variables based on copula function (Q2171252) (← links)
• Crisis and risk dependencies (Q2253371) (← links)
• Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas (Q2309658) (← links)
• A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
• Goodness-of-fit tests for the family of multivariate chi-square copulas (Q2337318) (← links)
• Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (Q2350037) (← links)
• Recognizing and visualizing copulas: an approach using local Gaussian approximation (Q2513445) (← links)
• Asymptotic total variation tests for copulas (Q2515522) (← links)
• Score test for varying copula parameter in bivariate financial time series (Q2888200) (← links)
• (Q3183816) (← links)
• Goodness-of-fit tests for parametric families of Archimedean copulas (Q3498559) (← links)
• On a new goodness-of-fit process for families of copulas (Q3636242) (← links)
• A large sample test for one parameter families of copulas (Q4843802) (← links)
• Goodness‐of‐fit for regime‐switching copula models with application to option pricing (Q5107622) (← links)
• Do stock returns have an Archimedean copula? (Q5129070) (← links)
• (Q5431194) (← links)