Pages that link to "Item:Q2353372"
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The following pages link to Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372):
Displaying 18 items.
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management (Q2059101) (← links)
- The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series (Q2135592) (← links)
- A comparison of tail dependence estimators (Q2178099) (← links)
- Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach (Q2218640) (← links)
- Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach (Q2223151) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- Generalized EGARCH Random Effect Models Application to Financial Time Series (Q3072385) (← links)
- A New Class of Tail-dependent Time-Series Models and Its Applications in Financial Time Series (Q3571989) (← links)
- Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (Q4921583) (← links)
- Nonparametric dependence modeling via cluster analysis: A financial contagion application (Q5084004) (← links)
- Discussion on “on studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880055) (← links)
- Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880057) (← links)
- Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880059) (← links)
- Estimation of multivariate tail quantities (Q6115547) (← links)
- Multivariate directional tail-weighted dependence measures (Q6596170) (← links)
