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vine copulas » vines copulas (Expandir a busca), via copulas (Expandir a busca), value copulas (Expandir a busca)
vine copulas » vines copulas (Expandir a busca), via copulas (Expandir a busca), value copulas (Expandir a busca)
1
Assuntos:
“...Vine copulas...”
Dynamic vine copulas for tail risk assessment in energy commodities
Dissertação
2
Assuntos:
“...Vine-Copula...”
Portfolio optimization based on garch-evt-vinecopula via information ratio, sharpe ratio and sortino index
Dissertação