The copula directional dependence by stochastic volatility models

Mathematics

• Stochastic Volatility Model 100%
• Copula 78%
• Stochastic Volatility 31%
• GARCH Model 20%
• Percent 18%
• Relative Efficiency 18%
• Mean Squared Error 14%
• Financial Data 9%
• GARCH 9%
• Rate Constant 8%
• Forecasting 8%
• Volatility 8%
• Marginal Distribution 7%
• Conditional Distribution 7%
• Regression Model 6%
• Regression 5%
• Standards 4%
• Model 2%

Engineering & Materials Science

• Stochastic models 82%
• Chemical analysis 12%