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α-stable [Alpha-stable] random vectors with time varying spectral measure and applications to financial time series analysis
Hartz, Christoph, (2008)
Information flow dependence in financial markets
Michaelsen, Markus, (2020)
Static and dynamic models for multivariate distribution forecasts : proper scoring rule tests of factor-quantile versus multivariate GARCH models
Alexander, Carol, (2023)
Employment status and psychological symptomatology among drug users not currently in treatment
Johnson, Mark E., (2001)
Statistical Aspects of Forecasting and Planning for Hurricanes
Iman, Ronald L., (2006)
Epistemic uncertainty in catastrophe models : a base level examination
Born, Patricia, (2023)