Pages that link to "Item:Q414597"
From MaRDI portal
The following pages link to Modeling dependence dynamics through copulas with regime switching (Q414597):
Displaying 17 items.
- Regime switching for dynamic correlations (Q292034) (← links)
- The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach (Q321012) (← links)
- Accounting for regime and parameter uncertainty in regime-switching models (Q654823) (← links)
- On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets (Q1619694) (← links)
- Regime switches in the dependence structure of multidimensional financial data (Q1623563) (← links)
- Modeling vine-production function: an approach based on vine copula (Q2162548) (← links)
- Dependence and risk spillover among hedging assets: evidence from Bitcoin, gold, and USD (Q2236215) (← links)
- Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach (Q2358171) (← links)
- Dynamic D-vine copula model with applications to Value-at-Risk (VaR) (Q2417030) (← links)
- Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics (Q2520433) (← links)
- Estimating dynamic copula dependence using intraday data (Q2687886) (← links)
- The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)
- Goodness‐of‐fit for regime‐switching copula models with application to option pricing (Q5107622) (← links)
- (Q5125155) (← links)
- (Q5125158) (← links)
- A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL (Q5265237) (← links)
- Computational finance: correlation, volatility, and markets (Q6604414) (← links)
