Pages that link to "Item:Q3625345"
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The following pages link to Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function (Q3625345):
Displaying 16 items.
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
- Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
- A copula-based Markov chain model for serially dependent event times with a dependent terminal event (Q2068940) (← links)
- Analysis of ordinal and continuous longitudinal responses using pair copula construction (Q2168557) (← links)
- Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis (Q2348726) (← links)
- Score test for varying copula parameter in bivariate financial time series (Q2888200) (← links)
- Model diagnostic procedures for copula-based Markov chain models for statistical process control (Q5082704) (← links)
- (Q5143634) (← links)
- Financial Crisis, VaR Forecasts and the Performance of Time Varying EVT-Copulas (Q5171775) (← links)
- Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)
- (Q5256010) (← links)
- (Q5879919) (← links)
- Computational methods for a copula-based Markov chain model with a binomial time series (Q6562745) (← links)
- Robust pair-copula based forecasts of realized volatility (Q6570566) (← links)
- Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines (Q6620894) (← links)
