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A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda; Yu, Lean - In: Economic modelling 35 (2013), pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
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Multivariate mixtures of Erlangs for density estimation under censoring and truncation
Verbelen, Roel; Antonio, Katrien; Claeskens, Gerda - 2014
Persistent link: https://www.econbiz.de/10010485676
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Critical values for an F-test for cointegration in a multivariate model
Kanioura, Athina; Turner, Paul - In: Applied economics 37 (2005) 3, pp. 265-270
Persistent link: https://www.econbiz.de/10002546515
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Multivariate mixtures of Erlangs for density estimation under censoring and truncation : additional examples
Verbelen, Roel; Antonio, Katrien; Claeskens, Gerda - 2015
Persistent link: https://www.econbiz.de/10011290638
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Vine copulas and fuzzy inference to evaluate the solvency capital requirement of multivariate dependent risks
Araichi, Sawssen; Almulhim, Tarifa - In: Applied economics 53 (2021) 52, pp. 6058-6074
Persistent link: https://www.econbiz.de/10012650383
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Objective Bayesian meta-analysis based on generalized multivariate random effects model
Bodnar, Olha; Bodnar, Taras - 2021
Persistent link: https://www.econbiz.de/10012604816