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12/31/2021
Bayesian Testing Of Granger Causality In Functional Time Series
We develop a multivariate functional autoregressive model (MFAR), which ...
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04/23/2019
Copula estimation for nonsynchronous financial data
Copula is a powerful tool to model multivariate data. Due to its several...
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03/08/2019
Kernel Based Estimation of Spectral Risk Measures
Spectral risk measures (SRMs) belongs to the family of coherent risk mea...
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08/08/2018
