Gaussian Process Conditional Copulas with Applications to Financial Time Series

1 July 2013

José Miguel Hernández-Lobato

Papers citing "Gaussian Process Conditional Copulas with Applications to Financial Time Series"

3 / 3 papers shown

Title
Inference and Sampling for Archimax Copulas Yuting Ng Ali Hasan Vahid Tarokh 18 5 0 27 May 2022
Deep Smoothing of the Implied Volatility Surface Damien Ackerer Natasa Tagasovska Thibault Vatter 18 34 0 12 Jun 2019
Dynamic Covariance Models for Multivariate Financial Time Series Yue Wu José Miguel Hernández-Lobato Zoubin Ghahramani 59 45 0 18 May 2013