scientific article; zbMATH DE number 7387531

DOI10.11329/JJSSJ.45.329MaRDI QIDQ5011444

Toshinao Yoshiba

Publication date: 27 August 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• QRM
• CopulaModel

Cites Work

• Unnamed Item
• Fat tails, VaR and subadditivity
• Statistical methodologies for the market risk measurement
• Fast large-sample goodness-of-fit tests for copulas
• Dependence Modeling with Copulas
• On Bayesian Modeling of Fat Tails and Skewness
• Autoregressive Conditional Density Estimation
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Maximum likelihood estimation of skew-t copulas with its applications to stock returns

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