Pages that link to "Item:Q2572749"
From MaRDI portal
The following pages link to An approach to VaR for capital markets with Gaussian mixture (Q2572749):
Displaying 5 items.
- Gaussian mixture modelling to detect random walks in capital markets (Q597510) (← links)
- Modelling total tail dependence along diagonals (Q939329) (← links)
- Value-at-risk via mixture distributions reconsidered (Q1039677) (← links)
- Comparing VaR Approximation Methods that Use the First Four Moments as Inputs (Q2809621) (← links)
- (Q4687083) (← links)