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