The following pages link to (Q3099635):
Displaying 14 items.
- VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
- Unfolded GARCH models (Q1657508) (← links)
- Skewness and kurtosis of multivariate Markov-switching processes (Q1659107) (← links)
- Estimation of SEM with GARCH errors (Q1927102) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- Measuring contagion of subprime crisis based on MVMQ-CAViaR method (Q2321389) (← links)
- Improved estimation of kurtosis parameters for two multivariate populations (Q2628642) (← links)
- How might sovereign bond yields in Asia Pacific react to US monetary normalisation under turbulent market conditions? (Q5034168) (← links)
- L-moments skewness and kurtosis as measures of regional convergence and cohesion (Q6552788) (← links)
- A Bayesian Quantile Time Series Model for Asset Returns (Q6620829) (← links)
- Functional quantile autoregression (Q6664651) (← links)
