Pages that link to "Item:Q1623562"
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The following pages link to Vine-copula GARCH model with dynamic conditional dependence (Q1623562):
Displaying 14 items.
- Vine copula approximation: a generic method for coping with conditional dependence (Q1702298) (← links)
- A classification point-of-view about conditional Kendall's tau (Q1738003) (← links)
- Forecasting VaR and ES of stock index portfolio: a vine copula method (Q1783220) (← links)
- Modelling mortality dependence: an application of dynamic vine copula (Q2038244) (← links)
- Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: applications for financial risk management (Q2116329) (← links)
- Dynamic D-vine copula model with applications to Value-at-Risk (VaR) (Q2417030) (← links)
- Vine copula statistical disclosure control for mixed-type data (Q2674512) (← links)
- The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)
- Statistical arbitrage with vine copulas (Q4619524) (← links)
- DYNAMIC ASSET CORRELATIONS BASED ON VINES (Q4629569) (← links)
- The copula directional dependence by stochastic volatility models (Q5085923) (← links)
- Dynamic conditional eigenvalue GARCH (Q6090564) (← links)
- Spline based Hermite quasi-interpolation for univariate time series (Q6105358) (← links)
- Statistical disclosure control for continuous variables using an extended skew-t copula (Q6580692) (← links)