Derumigny, Alexis; Fermanian, Jean-David On kernel-based estimation of conditional Kendall’s tau: finite-distance bounds and asymptotic behavior. (English) Zbl 1439.62149 Depend. Model. 7, 292-321 (2019). MSC: 62H20 62G05 62G08 62G20 62G07 PDFBibTeX XMLCite \textit{A. Derumigny} and \textit{J.-D. Fermanian}, Depend. Model. 7, 292--321 (2019; Zbl 1439.62149) Full Text: DOI arXiv
Burda, Martin; Bélisle, Louis Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo. (English) Zbl 1439.62127 Depend. Model. 7, 133-149 (2019). MSC: 62H05 62M10 62F15 65C05 91B84 62P05 62P20 62-08 PDFBibTeX XMLCite \textit{M. Burda} and \textit{L. Bélisle}, Depend. Model. 7, 133--149 (2019; Zbl 1439.62127) Full Text: DOI
Kadiri, Nadia; Rabhi, Abbes; Bouchentouf, Amina Angelika Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship. (English) Zbl 1434.62053 Depend. Model. 6, 197-227 (2018). MSC: 62G08 62N01 62M10 PDFBibTeX XMLCite \textit{N. Kadiri} et al., Depend. Model. 6, 197--227 (2018; Zbl 1434.62053) Full Text: DOI
Jin, Xisong; Lehnert, Thorsten Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas. (English) Zbl 1392.62311 Depend. Model. 6, 19-46 (2018). MSC: 62P05 62H20 91G10 PDFBibTeX XMLCite \textit{X. Jin} and \textit{T. Lehnert}, Depend. Model. 6, 19--46 (2018; Zbl 1392.62311) Full Text: DOI
Kamnitui, Noppadon; Santiwipanont, Tippawan; Sumetkijakan, Songkiat Dependence measuring from conditional variances. (English) Zbl 1354.60007 Depend. Model. 3, 98-112 (2015). MSC: 60A10 62H20 PDFBibTeX XMLCite \textit{N. Kamnitui} et al., Depend. Model. 3, 98--112 (2015; Zbl 1354.60007) Full Text: DOI
Dobric, Jadran; Frahm, Gabriel; Schmid, Friedrich Dependence of stock returns in bull and bear markets. (English) Zbl 06297674 Depend. Model. 1, 94-110 (2013). MSC: 62H20 62P05 PDFBibTeX XMLCite \textit{J. Dobric} et al., Depend. Model. 1, 94--110 (2013; Zbl 06297674) Full Text: DOI