Results 131 to 140 of about 3,920 (236)
Generalised logistic regression with vine copulas
28 ...
Haff, Ingrid Hobæk +2 more
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ESTIMASI CVAR PADA PORTOFOLIO SAHAM MENGGUNAKAN METODE GJR-EVT DENGAN PENDEKATAN D-VINE COPULA
, 2022 DERY MAULANA +2 more
openalex +2 more sources
Comparison of Value at Risk (VaR) Multivariate Forecast Models. [PDF]
Comput Econ, 2022 Müller FM, Righi MB, Righi MB.
europepmc +1 more source
Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR) [PDF]
, 2019 Paula Virgínia Tófoli +3 more
openalex +1 more source
Modeling Dependent Structure Among Micro-Economics Variables Through COPAR (1)-Model in Pakistan. [PDF]
J Quant Econ, 2022 Khan YA.
europepmc +1 more source
A spatial copula interpolation in a random field with application in air pollution data. [PDF]
Model Earth Syst Environ, 2023 Thakur D, Das I, Chakravarty S.
europepmc +1 more source
Statistical Inference of Vine Copulas using the R-Package VineCopula
, 2014 Eike Christian Brechmann
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Comparing gold's and Bitcoin's safe-haven roles against energy commodities during the COVID-19 outbreak: A vine copula approach. [PDF]
Financ Res Lett, 2022 Syuhada K, Suprijanto D, Hakim A.
europepmc +1 more source