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Dependence Modeling

Folder: Research/Econometrics/Dependence-Modeling

8 items under this folder.

  • Jun 28, 2026

    Vine Copulas

    • Jun 28, 2026

      Factor Copulas - Overview

      • source/ingested
      • topic/econometrics
      • type/overview
      • doc/paper
    • Jun 28, 2026

      SMM Estimation of Factor Copulas

      • source/ingested
      • topic/econometrics
      • type/theorem
      • doc/paper
    • Jun 28, 2026

      Index: Dependence Modeling

      • type/index
      • source/ingested
    • Jun 27, 2026

      Multi-Factor and Block Dependence Structures

      • source/ingested
      • topic/econometrics
      • type/concept
      • doc/paper
    • Jun 17, 2026

      Factor Copula Application - S&P 100 and Systemic Risk

      • source/ingested
      • topic/econometrics
      • type/example
      • doc/paper
    • Jun 17, 2026

      Factor Copula Construction

      • source/ingested
      • topic/econometrics
      • type/definition
      • doc/paper
    • Jun 17, 2026

      Tail Dependence in Factor Copulas

      • source/ingested
      • topic/econometrics
      • type/theorem
      • doc/paper

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    • GitHub