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Search Result for: (multivariate)
Document Title Author Issue Date
Multivariate Modelling of 10-Day-Ahead VaR and D.. [Kiohos, Apostolos][Degiannakis, Stavros] 8-17-2014
On Some Properties of Two Vector-Valued VaR and .. [Hurlimann, Werner] 6-22-2014
Extreme Dependence for Multivariate Data [Galichon, Alfred][Bosc, Damian] 4-9-2014
On Multivariate Extensions of Conditional-Tail-E.. [Cousin, Areski][Di Bernardino, Elena] 2-26-2014
Multivariate Risk Models under Heavy-Tailed Risk.. [Weng, Chengguo][Zhang, Yi][Huang, Wei] 2-13-2014
Multivariate Patchwork Copulas: A Unified Approa.. [Durante, Fabrizio][Sempi, Carlo][Sanchez, Juan Fernandez] 11-3-2013
Theoretical and Empirical properties of Dynamic .. [Engle, Robert][Sheppard, Kevin] 10-8-2013
A Novel Nonlinear Value-at-Risk Method for Model.. [Chen, Rongda][Yu, Lean] 10-6-2013
Distortions of Multivariate Distribution Functio.. [Di Bernardino, Elena][Rullière, Didier] 8-22-2013
A Multivariate Dependence Measure for Aggregatin.. [Dhaene, Jan L. M.][Linders, Daniël][Schoutens, Wim][Vyncke, David] 7-14-2013
Forecasting Conditional Correlation for Exchange.. [Sedlak, Jan] 7-6-2013
Modeling Dependent Risks with Multivariate Erlan.. [Lee, Simon C. K.][Lin, X. Sheldon] 6-25-2013
Tail Conditional Expectation for Multivariate Di.. [Abbasi, Babak][Hosseinifard, Seyedeh Zahra] 6-22-2013
Extremes and Products of Multivariate AC-Product.. [Hashorva, Enkelejd][Yang, Yang] 3-30-2013
Modeling International Financial Returns with a .. [Chollete, Loran][Heinen, Andreas][Valdesogo, Alfonso] 2-6-2013
Sparse Moving Maxima Models for Tail Dependence .. [Zhang, Zhengjun][Shao, Jun][Tang, Rui] 12-18-2012
Assessing the VaR of a Portfolio using D-Vine Co.. [Czado, Claudia][Hofmann, Mathias] 11-22-2012
Properties and Calculation of Multivariate Risk .. [Prékopa, András][Lee, Jinwook] 10-21-2012
Modeling Fat Tails in Stock Returns: A Multivari.. [Bonato, Matteo] 9-23-2012
Multivariate Nonparametric Estimation of Value a.. [Brauchler, Ryan] 9-22-2012
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