References in zbMATH (referenced in 45 articles )

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  1. Nagler, Thomas; Krüger, Daniel; Min, Aleksey: Stationary vine copula models for multivariate time series (2022)
  2. Regis, Marta; Serra, Paulo; van den Heuvel, Edwin R.: Random autoregressive models: a structured overview (2022)
  3. Antulov-Fantulin, Nino; Guo, Tian; Lillo, Fabrizio: Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume (2021)
  4. Augustyniak, Maciej; Godin, Frédéric; Hamel, Emmanuel: A mixed bond and equity fund model for the valuation of variable annuities (2021)
  5. Hosszejni, D.; Kastner, G: Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol (2021) not zbMATH
  6. Ozan Evkaya, O.; Yozgatlıgil, Ceylan; Sevtap Selcuk-Kestel, A.: CD-vine model for capturing complex dependence (2021)
  7. Sun, Zequn; Fisher, Thomas J.: Testing for correlation between two time series using a parametric bootstrap (2021)
  8. Xu, Maochao; Zhang, Yiying: Data breach CAT bonds: modeling and pricing (2021)
  9. Zhang, Kong-Sheng; Zhao, Yan-Yong: Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach (2021)
  10. Zhao, Xin; Barber, Stuart; Taylor, Charles C.; Milan, Zoka: Interval forecasts based on regression trees for streaming data (2021)
  11. Bellini, Fabio; Mercuri, Lorenzo; Rroji, Edit: On the dependence structure between S&P500, VIX and implicit interexpectile differences (2020)
  12. Guilherme Bodin, Raphael Saavedra, Cristiano Fernandes, Alexandre Street: ScoreDrivenModels.jl: a Julia Package for Generalized Autoregressive Score Models (2020) arXiv
  13. Jiménez, Inés; Mora-Valencia, Andrés; Perote, Javier: Risk quantification and validation for Bitcoin (2020)
  14. Köchling, Gerrit; Schmidtke, Philipp; Posch, Peter N.: Volatility forecasting accuracy for Bitcoin (2020)
  15. Tomarchio, Salvatore D.; Punzo, Antonio: Dichotomous unimodal compound models: application to the distribution of insurance losses (2020)
  16. Birr, Stefan; Kley, Tobias; Volgushev, Stanislav: Model assessment for time series dynamics using copula spectral densities: a graphical tool (2019)
  17. David Ardia; Keven Bluteau; Kris Boudt; Leopoldo Catania; Denis-Alexandre Trottier: Markov-Switching GARCH Models in R: The MSGARCH Package (2019) not zbMATH
  18. David Ardia; Kris Boudt; Leopoldo Catania: Generalized Autoregressive Score Models in R: The GAS Package (2019) not zbMATH
  19. Figá-Talamanca, Gianna; Patacca, Marco: Does market attention affect bitcoin returns and volatility? (2019)
  20. Li, Han; Tang, Qihe: Analyzing mortality bond indexes via hierarchical forecast reconciliation (2019)

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