Vine-copula GARCH model with dynamic conditional dependence (Q1623562): Difference between revisions

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-.1016/j.csda.2013.08.008
@@ Property / DOI: 10.1016/j.csda.2013.08.008 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2013.08.008
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+W3124798671
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+.1016/J.CSDA.2013.08.008
@@ Property / DOI: 10.1016/J.CSDA.2013.08.008 / rank @@
+Normal rank