Assessing Market Risk in BRICS and Oil Markets: An application of Markov Switching and Vine Copula
Muteba Mwamba JW, Mwambi SM.
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LSTM-augmented vine copula modelling for energy-finance contagion analysis. [PDF]
Zeng L, Huang J, Lin X.
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Analyzing risk contagion and volatility spillover across multi-market capital flow using EVT theory and C-vine Copula. [PDF]
Afzal F, Pan H, Afzal F, Gul RF.
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Factor Tree Copula Models for Item Response Data. [PDF]
Kadhem SH, Nikoloulopoulos AK.
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A new data integration framework for Covid-19 social media information. [PDF]
Ansell L, Dalla Valle L.
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The linkage between Bitcoin and foreign exchanges in developed and emerging markets. [PDF]
BenSaïda A.
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Chimera: An atlas of regular vines on up to 8 nodes. [PDF]
Morales-Nápoles O +3 more
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Unveiling spring behaviour through copula-based inter-spring connectivity in the Central Himalaya. [PDF]
Mukherjee S +3 more
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Data-Driven Chance Constrained Mixed Integer Nonlinear Bilevel Optimization via Copulas. [PDF]
Johnn SN +5 more
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MicroRNA target gene prediction model based on input-feature dependency and sample data expansion technique. [PDF]
Shao Y, Li Y, Zhai H, Dong S.
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