Common factors in conditional distributions for bivariate time series (Q291623): Difference between revisions

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Property / DOI: 10.1016/j.jeconom.2005.01.022 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2005.01.022 / rank
 
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Property / OpenAlex ID: W3121495646 / rank
 
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Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
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Property / cites work: Autoregressive Conditional Density Estimation / rank
 
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Property / cites work: Q4382161 / rank
 
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Property / cites work: An introduction to copulas. Properties and applications / rank
 
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Property / cites work: Q3281461 / rank
 
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Property / cites work: Q4869532 / rank
 
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Property / DOI: 10.1016/J.JECONOM.2005.01.022 / rank
 
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Latest revision as of 13:35, 9 December 2024

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Common factors in conditional distributions for bivariate time series
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    Common factors in conditional distributions for bivariate time series (English)
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    10 June 2016
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    common factor
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    dominant property
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    conditional distribution
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    copula
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