Dynamic D-vine copula model with applications to Value-at-Risk (VaR) (Q2417030)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic D-vine copula model with applications to Value-at-Risk (VaR) |
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Dynamic D-vine copula model with applications to Value-at-Risk (VaR) (English)
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11 June 2019
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regular vine
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pair-copula constructions
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time-varying copulas
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value-at-risk
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