Pages that link to "Item:Q2893213"
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The following pages link to Contagion determination via copula and volatility threshold models (Q2893213):
Displaying 10 items.
- The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach (Q321012) (← links)
- Correlated risks vs contagion in stochastic transition models (Q1994154) (← links)
- Time-varying joint distribution through copulas (Q2445695) (← links)
- Choice of Copulas in Explaining Stock Market Contagion (Q2950562) (← links)
- Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
- Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas (Q5001158) (← links)
- A Dynamic Contagion Risk Model with Recovery Features (Q5085147) (← links)
- Sovereign risk zones in Europe during and after the debt crisis (Q5234326) (← links)
- Clustering Dependencies Via Mixtures of Copulas (Q5418893) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)