Maximum likelihood estimation of mixed C-vines with application to exchange rates

Keyphrases

• Maximum Likelihood Estimation 100%
• Exchange Rate 100%
• C-vine 100%
• Pair-copula 40%
• Vine Structure 40%
• Model Selection 20%
• Selection Strategy 20%
• Parameter Estimation 20%
• Time Dependency 20%
• Simulation Study 20%
• Satisfactory Performance 20%
• Risk Management 20%
• Starting Values 20%
• Dependency Structure 20%
• Economic Management 20%
• Financial Data 20%
• Bivariate Copula 20%
• Multivariate Copula 20%
• Vine 20%
• Sequential Selection 20%
• Statistical Parameter Estimation 20%
• Finance Management 20%

Mathematics

• Maximum Likelihood Estimation 100%
• Copula 100%
• Bivariate 25%
• Model Selection 25%
• Smaller Sample 25%
• Simulation Study 25%
• Statistical Parameter 25%
• Parameter Estimation 25%
• Marginals 25%
• Maximum Likelihood Estimate 25%
• Starting Value 25%