✦ LIBER ✦

Bootstrapping the conditional copula

✍ Scribed by Marek Omelka; Noël Veraverbeke; Irène Gijbels

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation of a Conditional Copula and A

✍ NOËL VERAVERBEKE; MAREK OMELKA; IRÈNE GIJBELS 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 247 KB

On the strong approximation of bootstrap

✍ Bouzebda, S. 📂 Article 📅 2012 🏛 Allerton Press Inc 🌐 English ⚖ 892 KB

Semiparametric estimation of conditional

✍ Fentaw Abegaz; Irène Gijbels; Noël Veraverbeke 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 621 KB

CONDITIONAL EXPECTATION FORMULAE FOR COP

✍ Glenis J. Crane; John van der Hoek 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 547 KB

A copula-graphic estimator for the condi

✍ Roel Braekers; Noël Veraverbeke 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 French ⚖ 926 KB

The Copula-GARCH model of conditional de

✍ Eric Jondeau; Michael Rockinger 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 661 KB