vix.ing · top · new · best · stats · spec

G Marcon

  1. Multivariate Nonparametric Estimation of the Pickands Dependence Function using Bernstein Polynomials
    2014/05/20 by G Marcon, Marcon, G., Simone A. Padoan +7 · 2 citations
    Economics, Econometrics and Finance · Environmental Science · #Climate variability and models #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Methodology (stat.ME)
  2. Bayesian Inference for the Extremal Dependence
    2016/01/07 by G Marcon, Marcon, Giulia, Simone A. Padoan +2 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Monetary Policy and Economic Impact #Statistical Methods and Inference