The following pages link to (Q3412547):
Displaying 50 items.
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- K-Sample Test for Equality of Copulas (Q89269) (← links)
- An extended empirical saddlepoint approximation for intractable likelihoods (Q127258) (← links)
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Clustering dependent observations with copula functions (Q152288) (← links)
- On the impact of semidefinite positive correlation measures in portfolio theory (Q256678) (← links)
- A copula-based algorithm for discovering patterns of dependent observations (Q263332) (← links)
- A general framework for testing homogeneity hypotheses about copulas (Q276238) (← links)
- Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
- Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective (Q320254) (← links)
- On the control of the difference between two Brownian motions: a dynamic copula approach (Q324995) (← links)
- On the control of the difference between two Brownian motions: an application to energy markets modeling (Q324996) (← links)
- A copula-based method to build diffusion models with prescribed marginal and serial dependence (Q340123) (← links)
- Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
- Sklar's theorem derived using probabilistic continuation and two consistency results (Q391891) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- Modeling dependence dynamics through copulas with regime switching (Q414597) (← links)
- Bayesian estimation of a bivariate copula using the Jeffreys prior (Q418233) (← links)
- On the copula for multivariate extreme value distributions (Q424823) (← links)
- Copula density estimation by total variation penalized likelihood with linear equality constraints (Q425397) (← links)
- Autocopulas: investigating the interdependence structure of stationary time series (Q430873) (← links)
- Efficient Bayesian inference for stochastic time-varying copula models (Q434914) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Time-dependent copulas (Q443766) (← links)
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes (Q443781) (← links)
- Gaussian approximation of conditional elliptical copulas (Q444996) (← links)
- Reconstruction of conditional expectations from product moments with applications (Q458179) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Polyhazard models with dependent causes (Q470364) (← links)
- Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (Q470423) (← links)
- Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model (Q475247) (← links)
- Bivariate lower and upper orthant value-at-risk (Q487568) (← links)
- Some results on a transformation of copulas and quasi-copulas (Q498027) (← links)
- A closed-form universal trivariate pair-copula (Q499766) (← links)
- Multivariate countermonotonicity and the minimal copulas (Q508035) (← links)
- Kac's representation for empirical copula process from an asymptotic viewpoint (Q511559) (← links)
- On conditional value at risk (CoVaR) for tail-dependent copulas (Q515554) (← links)
- Series representations for multivariate time-changed Lévy models (Q518858) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation (Q527901) (← links)
- Combining various types of belief structures (Q528768) (← links)
- Copula-MGARCH with continuous covariance decomposition (Q529780) (← links)
- Bivariate quasi-copulas and doubly stochastic signed measures (Q533171) (← links)
- Pricing distressed CDOs with stochastic recovery (Q541587) (← links)
- Out-of-sample comparison of copula specifications in multivariate density forecasts (Q602854) (← links)
- Modeling dependence based on mixture copulas and its application in risk management (Q603180) (← links)
- Pricing equity-indexed annuities under stochastic interest rates using copulas (Q609713) (← links)
- On approximating max-stable processes and constructing extremal copula functions (Q625312) (← links)
- A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
