The partial copula: properties and associated dependence measures (Q334002): Difference between revisions

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-.1016/j.spl.2016.07.014
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+Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
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+Time-dependent copulas
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+Estimation of a Copula when a Covariate Affects only Marginal Distributions
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+Partial and average copulas and association measures
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+SCOMDY models based on pair-copula constructions with application to exchange rates
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+Simplified pair copula constructions -- limitations and extensions
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@@ Property / DOI @@
+.1016/J.SPL.2016.07.014
@@ Property / DOI: 10.1016/J.SPL.2016.07.014 / rank @@
+Normal rank