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1
Copula Parameter
Estimation
– Numerical Considerations and Implications for Risk Management
Weiss, Gregor N. F.
-
2011
-likelihood yields smaller
estimation
biases at less computational effort than any of the MD-estimators. There exist, however, some cases …
Persistent link: https://www.econbiz.de/10013133208
Saved in:
2
Looking for efficient QML
estimation
of conditional VaRs at multiple risk levels
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 9-28
Persistent link: https://www.econbiz.de/10011592728
Saved in:
3
Multivariate Copula-Modelle für Finanzmarktdaten : eine simulative und empirische Untersuchung
Köck, Christian
-
2008
Persistent link: https://www.econbiz.de/10003717606
Saved in:
4
Modeling international financial returns with a multivariate regime switching copula
Chollete, Loran
(
contributor
);
Heinen, Andréas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003726991
Saved in:
5
Modelling international financial returns with a multivariate regime switching copula
Chollete, Lorán
(
contributor
);
Heinen, Andreas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003691359
Saved in:
6
Modeling international financial returns with a multivariate regime switching copula
Chollete, Loran
;
Heinen, Andréas
;
Valdesogo, Alfonso
-
2008
Persistent link: https://www.econbiz.de/10003702731
Saved in:
7
A new test procedure for the choice of dependence structure in risk measurement : application to the US and UK stock market indices
Shim, Jeungbo
;
Lee, Eun-joo
;
Lee, Seung-Hwan
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
Saved in:
8
Big assumptions for small samples in crop insurance
Hungerford, Ashley Elaine
;
Goodwin, Barry K.
- In:
Agricultural finance review
74
(
2014
)
4
,
pp. 477-491
Persistent link: https://www.econbiz.de/10011305891
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9
Estimating risk with copulas
Mihaylova, Iva
-
2014
Persistent link: https://www.econbiz.de/10010366882
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10
Messung von Marktrisiken unter Verwendung von Copulafunktionen : eine empirische Studie für den Schweizer Aktienmarkt
Glauser, Manrico
-
2003
Persistent link: https://www.econbiz.de/10002397745
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