Pages that link to "Item:Q629513"
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The following pages link to Modelling dependence structure with Archimedean copulas and applications to the iTraxx CDS index (Q629513):
Displaying 5 items.
- A test for Archimedeanity in bivariate copula models (Q443784) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- Modeling the dependence of losses of a financial portfolio using nested Archimedean copulas (Q1980361) (← links)
- Computation and application of copula-based weighted average quantile regression (Q2515106) (← links)
- Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation (Q6596951) (← links)