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Efficient estimation of multivariate semi-nonparametric GARCH filtered Copula models
Chen, Xiaohong; Huang, Zhuo; Yi, Yanping - 2020 - Revised October 9, 2019
Persistent link: https://www.econbiz.de/10015054147
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Portfolio management under asymmetric dependence and distribution
Hlawatsch, Stefan; Reichling, Peter - 2010
Persistent link: https://www.econbiz.de/10008902551
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Konstruktion und Anwendung von Copulas in der Finanzwirtschaft
Hlawatsch, Stefan; Reichling, Peter - 2010
Persistent link: https://www.econbiz.de/10008902555
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The evolution of poverty in the EU-28 : a further look based on multivariate tail dependence
Garcia-Gomez, César; Pérez, Ana; Prieto Alaiz, Mercedes - 2022
Persistent link: https://www.econbiz.de/10013184538
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COVID-19 pandemic and stock market contagion : a wavelet-copula GARCH approach
Alqaralleh, Huthaifa; Canepa, Alessandra; Zanetti … - 2020
Persistent link: https://www.econbiz.de/10012387020
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Oil price and exchange rate dependence in selected countries
Nandelenga, Martin Wafula; Simpasa, Anthony Musonda - 2020
Persistent link: https://www.econbiz.de/10012237689
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Studying the evolution of cumulative deprivation among European countries with a copula-based approach
Scarcilli, Giovanna - 2024
Persistent link: https://www.econbiz.de/10014515806
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BVAR as a category management tool : an illustration and comparison with alternative techniques
Curry, David J. (contributor) - 1994
Persistent link: https://www.econbiz.de/10000885243
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Markov chain Monte Carlo in conditionally Gaussian state space models
Carter, Chris K.; Kohn, Robert - 1994
Persistent link: https://www.econbiz.de/10000887142
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Present value for a stochastic interest rate
Gay, Roger - 1994
Persistent link: https://www.econbiz.de/10000894835