Pages that link to "Item:Q2276214"
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The following pages link to Tails of correlation mixtures of elliptical copulas (Q2276214):
Displaying 20 items.
- Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Interval estimation for a measure of tail dependence (Q495494) (← links)
- Copulas, diagonals, and tail dependence (Q529109) (← links)
- Tail asymptotics for the bivariate skew normal (Q901284) (← links)
- Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
- The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution (Q906647) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Elliptical copulas: Applicability and limitations. (Q1423181) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Canonical correlation analysis for elliptical copulas (Q2022547) (← links)
- Modeling spatial extremes using normal mean-variance mixtures (Q2135577) (← links)
- Conditional normal extreme-value copulas (Q2231306) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution (Q2451619) (← links)
- On beta-product convolutions (Q2868597) (← links)
- The joint distribution of stock returns is not elliptical (Q2892977) (← links)
- The t Copula and Related Copulas (Q3421330) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q5965671) (← links)
- Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads (Q6623173) (← links)
