Results 141 to 150 of about 94,299 (278)
Assessing Market Risk in BRICS and Oil Markets: An application of Markov Switching and Vine Copula
, 2021 Muteba Mwamba JW, Mwambi SM.
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Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR) [PDF]
, 2019 Paula Virgínia Tófoli +3 more
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Statistical Inference of Vine Copulas using the R-Package VineCopula
, 2014 Eike Christian Brechmann
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Factor Tree Copula Models for Item Response Data. [PDF]
Psychometrika, 2023 Kadhem SH, Nikoloulopoulos AK.
europepmc +1 more source
Regime Switching Vine Copula Models for Global Equity and Volatility Indices [PDF]
, 2017 Holger Fink +3 more
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A new data integration framework for Covid-19 social media information. [PDF]
Sci Rep, 2023 Ansell L, Dalla Valle L.
europepmc +1 more source
The linkage between Bitcoin and foreign exchanges in developed and emerging markets. [PDF]
Financ Innov, 2023 BenSaïda A.
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GARCH copulas, v-transforms and D-vines for stochastic volatility [PDF]
Alexandra Dias +2 more
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