SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Parameter Estimation and Application of the Multivariate Skew t-Copula
5 references·1 citing·15 second hop
Parameter Estimation and Application of the Multivariate Skew t-Copula (2010)Parameter Estimation and Application of t…Copula Estimation (2010)Copula EstimationThe t Copula and Related Copulas (2007)The t Copula and Related Copu…Copula Methods in Finance (2004)Copula Methods in FinanceAn Introduction to Copulas (1999)An Introduction to CopulasStatistical Inference Procedures for Bivariate Archimedean Copulas (1993)Statistical Inference Procedu…Nonparametric Identification of Copula Structures (2013)Nonparametric Identification …Modelling of extremal events in insurance and finance (1994)Modelling Extremal Events (1997)A review of copula models for economic time series (2012)Selecting and estimating regular vine copulae and application to financial returns (2012)Statistical Modeling of Spatial Extremes (2012)Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Modeling and pricing cyber insurance (2023)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Goodness-of-fit tests for copulas: A review and a power study (2007)Understanding Relationships Using Copulas (1998)Modelling Dependence with Copulas and Applications to Risk Management (2003)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,743 cited
  • 2004Copula Methods in Finance2,013 cited
  • 1993Statistical Inference Procedures for Bivariate Archimedean Copulas1,252 cited
  • 2007The t Copula and Related Copulas964 cited
  • 2010Copula Estimation65 cited

Cited by

  • 2013Nonparametric Identification of Copula Structures24 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work