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A Dynamic Grouped-T Copula Approachfor High-Dimensional Portfolios
Dean Fantazzini
April the 21
th
2007,International Workshop on Computational and FinancialEconometrics, Geneva (Switzerland)
Overview of the Presentation
1
st
Introduction
A Dynamic Grouped-T Copula Approach for High-Dimensional Portfolios 2
Overview of the Presentation
1
st
Introduction2
nd
Dynamic Grouped-T Copula Modelling: Definition andEstimation
A Dynamic Grouped-T Copula Approach for High-Dimensional Portfolios 2-a
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