HESS - Relations - Multivariate statistical modelling of compound events via pair-copula constructions: analysis of floods in Ravenna (Italy)
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HESS - Relations - Multivariate statistical modelling of compound events via pair-copula constructions: analysis of floods in Ravenna (Italy)
HESS - Relations - Multivariate statistical modelling of compound events via pair-copula constructions: analysis of floods in Ravenna (Italy)
A mutual information based R-vine copula strategy to estimate VaR in high frequency stock market data
HESS - Relations - Multivariate statistical modelling of compound events via pair-copula constructions: analysis of floods in Ravenna (Italy)
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CMStatistics
CMStatistics
HESS - Relations - Multivariate statistical modelling of compound events via pair-copula constructions: analysis of floods in Ravenna (Italy)
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HESS - Relations - Multivariate statistical modelling of compound events via pair-copula constructions: analysis of floods in Ravenna (Italy)
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HESS - Relations - Multivariate statistical modelling of compound events via pair-copula constructions: analysis of floods in Ravenna (Italy)
NATALE
HESS - Relations - Multivariate statistical modelling of compound events via pair-copula constructions: analysis of floods in Ravenna (Italy)
HESS - Relations - Multivariate statistical modelling of compound events via pair-copula constructions: analysis of floods in Ravenna (Italy)
A mutual information based R-vine copula strategy to estimate VaR in high frequency stock market data
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A mutual information based R-vine copula strategy to estimate VaR in high frequency stock market data | PLOS ONE
HESS - Relations - Multivariate statistical modelling of compound events via pair-copula constructions: analysis of floods in Ravenna (Italy)
NATALE
A mutual information based R-vine copula strategy to estimate VaR in high frequency stock market data | PLOS ONE
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A mutual information based R-vine copula strategy to estimate VaR in high frequency stock market data
