Pages that link to "Item:Q1659106"
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The following pages link to Managing risk with a realized copula parameter (Q1659106):
Displaying 7 items.
- Lévy copulae for financial returns (Q727660) (← links)
- Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (Q781087) (← links)
- Time-varying joint distribution through copulas (Q2445695) (← links)
- Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics (Q2520433) (← links)
- Estimating dynamic copula dependence using intraday data (Q2687886) (← links)
- Minimum variance hedging based on time-varying copulas (Q2917173) (← links)
- Copulae: an overview and recent developments (Q6602358) (← links)