1

Estimation of VaR Using Copula and Extreme Value Theory

Year:
2006
Language:
english
File:
PDF, 219 KB
english, 2006
4

Bayesian extensions to Diebold-Li term structure model

Year:
2010
Language:
english
File:
PDF, 4.22 MB
english, 2010
6

Using Conditional Copula to Estimate Value at Risk

Year:
2004
Language:
english
File:
PDF, 735 KB
english, 2004
12

IDENTIFICATION OF UNOBSERVED COMPONENTS MODELS

Year:
1989
Language:
english
File:
PDF, 559 KB
english, 1989
17

Generalized moment estimation of stochastic differential equations

Year:
2016
Language:
english
File:
PDF, 577 KB
english, 2016
28

Polyhazard models with dependent causes

Year:
2013
Language:
english
File:
PDF, 620 KB
english, 2013