Pages that link to "Item:Q6626311"
From MaRDI portal
The following pages link to Is a Normal Copula the Right Copula? (Q6626311):
Displaying 4 items.
- Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility (Q6556122) (← links)
- Dealing With Endogeneity in Threshold Models Using Copulas (Q6617743) (← links)
- Specification tests for non-Gaussian structural vector autoregressions (Q6664656) (← links)
- Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule (Q6667485) (← links)