Pages that link to "Item:Q4647266"
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The following pages link to Testing the Gaussian copula hypothesis for financial assets dependences (Q4647266):
Displaying 28 items.
- 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)
- Copula density estimation by total variation penalized likelihood with linear equality constraints (Q425397) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Out-of-sample comparison of copula specifications in multivariate density forecasts (Q602854) (← links)
- Detecting and modeling critical dependence structures between random inputs of computer models (Q828054) (← links)
- Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427) (← links)
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
- How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders (Q1017072) (← links)
- A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127) (← links)
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303) (← links)
- On multivariate log Birnbaum-Saunders distribution (Q1698214) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- A goodness-of-fit test for copulas based on the collision test (Q2093120) (← links)
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies (Q2121830) (← links)
- A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)
- Stress-strength reliability with dependent variables based on copula function (Q2171252) (← links)
- A nested copula duration model for competing risks with multiple spells (Q2189606) (← links)
- Crisis and risk dependencies (Q2253371) (← links)
- Score test for varying copula parameter in bivariate financial time series (Q2888200) (← links)
- Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions (Q4647593) (← links)
- A Goodness-of-fit Test for Copulas (Q5080467) (← links)
- Do stock returns have an Archimedean copula? (Q5129070) (← links)
- Does investment in insurance stocks reap diversification benefits? Static and time varying copula modeling (Q6171861) (← links)
- Is CSR linked to Idiosyncratic risk? Evidence from the copula approach (Q6547081) (← links)
- Is a Normal Copula the Right Copula? (Q6626311) (← links)
- Nonparametric estimator of the tail dependence coefficient: balancing bias and variance (Q6640112) (← links)
- Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule (Q6667485) (← links)
