The following pages link to Dynamic structured copula models (Q2871288):
Displaying 9 items.
- Copula-based dynamic models for multivariate time series (Q123371) (← links)
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- High dimensional dynamic stochastic copula models (Q888326) (← links)
- Managing risk with a realized copula parameter (Q1659106) (← links)
- Time-varying joint distribution through copulas (Q2445695) (← links)
- Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series (Q3505329) (← links)
- INFORMATIONALLY DYNAMIZED GAUSSIAN COPULA (Q5299994) (← links)
- Penalized estimation of hierarchical Archimedean copula (Q6200950) (← links)
- Copulae: an overview and recent developments (Q6602358) (← links)