Pair Copulas Multivariate Copula Constructions National Stock Indexes Extreme Co-movements Conclusions Bayesian Model Selection for Hierarchical Copulas and Vines Forecasting Extreme Market Co-movements ISBA-2016, Sardegna Knyazev, Lepekhin, Shemyakin Bayesian Model Selection

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A Knyazev, O Lepekhin and A Shemyakin

Unpublished

01/01/2019

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Title: Pair Copulas Multivariate Copula Constructions National Stock Indexes Extreme Co-movements Conclusions Bayesian Model Selection for Hierarchical Copulas and Vines Forecasting Extreme Market Co-movements ISBA-2016, Sardegna Knyazev, Lepekhin, Shemyakin Bayesian Model Selection
Author/Creator: A Knyazev
O Lepekhin
A Shemyakin
Publisher: Unpublished
Academic Unit: Mathematics; Data Analytics
Language: Catalan
Resource Type: Presentation
Record Identifier: 991015165635303691