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

@@ Property / DOI @@
-.1016/j.insmatheco.2012.01.001
@@ Property / DOI: 10.1016/j.insmatheco.2012.01.001 / rank @@
-Normal rank
@@ Property / author @@
-Flávio Augusto Ziegelmann
@@ Property / author: Flávio Augusto Ziegelmann / rank @@
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@@ Property / author @@
+Flávio Augusto Ziegelmann
@@ Property / author: Flávio Augusto Ziegelmann / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2012.01.001
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+W2008621908
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@@ Property / cites work @@
+Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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+Q3412547
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+An Optimum Property of Regular Maximum Likelihood Estimation
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+Q3269550
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+Autoregressive Conditional Density Estimation
@@ Property / cites work: Autoregressive Conditional Density Estimation / rank @@
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+Q4382161
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+Finite Continuous Time Markov Chains
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+Efficient estimation of copula-GARCH models
@@ Property / cites work: Efficient estimation of copula-GARCH models / rank @@
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+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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@@ Property / cites work @@
+Regime switching for dynamic correlations
@@ Property / cites work: Regime switching for dynamic correlations / rank @@
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@@ Property / cites work @@
+The impact of bootstrap methods on time series analysis
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+Automatic Block-Length Selection for the Dependent Bootstrap
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+Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
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@@ Property / cites work @@
+Q3336431
@@ Property / cites work: Q3336431 / rank @@
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2012.01.001
@@ Property / DOI: 10.1016/J.INSMATHECO.2012.01.001 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:414597