Modeling dependence dynamics through copulas with regime switching (Q414597): Difference between revisions

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Property / DOI: 10.1016/j.insmatheco.2012.01.001 / rank
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Latest revision as of 16:50, 9 December 2024

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Modeling dependence dynamics through copulas with regime switching
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    Modeling dependence dynamics through copulas with regime switching (English)
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    11 May 2012
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    asymmetric dependence
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    copulas
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    Markov switching
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    bootstrap test
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