Pages that link to "Item:Q1665236"
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The following pages link to Multivariate time-varying \(G\)-\(H\) copula GARCH model and its application in the financial market risk measurement (Q1665236):
Displaying 3 items.
- Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo (Q2178935) (← links)
- A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach (Q2968467) (← links)
- Risk measurement and backtesting of financial market based on E-GAS-AST model (Q5017296) (← links)