The following pages link to Rugarch (Q25696):
Displaying 47 items.
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- An R Package for Value at Risk and Expected Shortfall (Q129979) (← links)
- Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
- Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (Q342374) (← links)
- Volatility forecasting accuracy for Bitcoin (Q777644) (← links)
- Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
- Linking Tukey's legacy to financial risk measurement (Q1659149) (← links)
- Compound unimodal distributions for insurance losses (Q1667415) (← links)
- Likelihood-based risk estimation for variance-gamma models (Q1742843) (← links)
- Market risk management in a post-Basel II regulatory environment (Q1752906) (← links)
- Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
- Interval forecasts based on regression trees for streaming data (Q2036138) (← links)
- Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume (Q2064616) (← links)
- Copula-based measures of asymmetry between the lower and upper tail probabilities (Q2110347) (← links)
- Modeling returns volatility: realized GARCH incorporating realized risk measure (Q2150399) (← links)
- Estimation and decomposition of food price inflation risk (Q2152190) (← links)
- Optimal forecasting accuracy using Lp-norm combination (Q2168554) (← links)
- Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach (Q2222183) (← links)
- Does market attention affect bitcoin returns and volatility? (Q2331007) (← links)
- Joint extremal behavior of hidden and observable time series with applications to GARCH processes (Q2340041) (← links)
- Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach (Q2358171) (← links)
- Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso (Q2416782) (← links)
- Risk quantification and validation for Bitcoin (Q2661514) (← links)
- (Q2965995) (← links)
- Simulation and Inference for Stochastic Processes with YUIMA (Q3174849) (← links)
- (Q3191104) (← links)
- Generalized Additive Models for Pair-Copula Constructions (Q3391152) (← links)
- Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models (Q3391261) (← links)
- QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES (Q3460678) (← links)
- Importance Sampling and Stratification for Copula Models (Q4611794) (← links)
- An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk (Q4689975) (← links)
- On the dependence structure between S&P500, VIX and implicit Interexpectile Differences (Q4957243) (← links)
- Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns (Q4960698) (← links)
- ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION (Q4972126) (← links)
- Random matrix application to correlations amongst the volatility of assets (Q5001110) (← links)
- Data Breach CAT Bonds: Modeling and Pricing (Q5027907) (← links)
- Vulnerability-CoVaR: investigating the crypto-market (Q5039634) (← links)
- Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework (Q5049440) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- A MIXED BOND AND EQUITY FUND MODEL FOR THE VALUATION OF VARIABLE ANNUITIES (Q5157766) (← links)
- Machine Learning Using R (Q5233756) (← links)
- Modeling Influenza-Like Illness Activity in the United States (Q5379227) (← links)
- Elements of Copula Modeling with R (Q5741927) (← links)
- CD-vine model for capturing complex dependence (Q5861182) (← links)
- Dichotomous unimodal compound models: application to the distribution of insurance losses (Q5861418) (← links)
- Testing for correlation between two time series using a parametric bootstrap (Q5861478) (← links)
- Jump detection in high-frequency financial data using wavelets (Q5880608) (← links)
