A copula-based model of speculative price dynamics in discrete time (Q538184): Difference between revisions

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+https://doi.org/10.1016/j.jmva.2011.02.004
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+W2154064133
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+Modeling statistical dependence of Markov chains via copula models
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+COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES
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+An introduction to copulas.
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+Statistical properties of parametric estimators for Markov chain vectors based on copula models
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+Publication:538184