Non-Gaussian models for CoVaR estimation - Concepedia

Concepedia

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Non-Gaussian models for CoVaR estimation

DOI Full Paper Access

24

Citations

21

References

2022

Year

Michele Leonardo Bianchi, Giovanni De Luca, Giorgia Rivieccio

International Journal of Forecasting

EngineeringGaussian ProcessStatistical InferenceCovar EstimationEstimation TheoryStatistics

References

	Year	Citations

Page 1