New copulas based on general partitions-of-unity (part III) — the continuous case
来源期刊:Dependence ModelingDOI:10.1515/demo-2019-0009
Structural change in the link between oil and the European stock market: implications for risk management
来源期刊:Dependence ModelingDOI:10.1515/demo-2019-0004
Copulas, stable tail dependence functions, and multivariate monotonicity
来源期刊:Dependence ModelingDOI:10.1515/demo-2019-0013
The world of vines
来源期刊:Dependence ModelingDOI:10.1515/demo-2019-0008
Volatility filtering in estimation of kurtosis (and variance)
来源期刊:Dependence ModelingDOI:10.1515/demo-2019-0001
On the lower bound of Spearman’s footrule
来源期刊:Dependence ModelingDOI:10.1515/demo-2019-0005
Modelling cascading effects for systemic risk: Properties of the Freund copula
来源期刊:Dependence ModelingDOI:10.1515/demo-2019-0002
On Copula-Itô processes
来源期刊:Dependence ModelingDOI:10.1515/demo-2019-0017
Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions
来源期刊:Dependence ModelingDOI:10.1515/demo-2019-0021
Dependence measure for length-biased survival data using copulas
来源期刊:Dependence ModelingDOI:10.1515/demo-2019-0018
Probability of ruin in discrete insurance risk model with dependent Pareto claims
来源期刊:Dependence ModelingDOI:10.1515/demo-2019-0011
Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo
来源期刊:Dependence ModelingDOI:10.1515/demo-2019-0006
Fitting heavy-tailed mixture models with CVaR constraints
来源期刊:Dependence ModelingDOI:10.1515/demo-2019-0019
Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case
来源期刊:Dependence ModelingDOI:10.1515/demo-2019-0010
Optimal bandwidth selection for recursive Gumbel kernel density estimators
来源期刊:Dependence ModelingDOI:10.1515/demo-2019-0020
On the asymptotic covariance of the multivariate empirical copula process
来源期刊:Dependence ModelingDOI:10.1515/demo-2019-0015