Keyphrases
Copula
100%
Nonparametric Estimation
100%
Parameter Test
100%
Time-varying Correlation
100%
Estimation Method
66%
Statistical Test
66%
Risk Management
33%
Simulation Study
33%
Portfolio Management
33%
Financial Assets
33%
Time-varying Copula
33%
Dynamic Linkages
33%
Empirical Distribution Function
33%
Hong Kong Stock Market
33%
Estimation Time
33%
Marginal Distribution
33%
Correlation Structure
33%
Maximum Pseudo-likelihood
33%
Likelihood Methods
33%
Financial Returns
33%
Pseudo-likelihood Function
33%
Optimal Bandwidth
33%
Local Likelihood
33%
Mathematics
Copula
100%
Nonparametric Estimation
100%
Statistical Test
50%
Stock Market
25%
Empirical Distribution Function
25%
Likelihood Function
25%
Correlation Structure
25%
Marginal Distribution
25%
Simulation Study
25%
Estimation Method
25%
Economics, Econometrics and Finance
Portfolio Selection
100%
Risk Management
100%
Capital Market Returns
100%
Estimation Theory
100%
Computer Science
Financial Asset
100%
Risk Management
50%
Simulation Study
50%
Estimation Method
50%
Marginal Distribution
50%
Likelihood Function
50%