LOCAL ESTIMATION OF DYNAMIC COPULA MODELS (Q3564992): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: sm / rank | |||
Normal rank | |||
Revision as of 03:02, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOCAL ESTIMATION OF DYNAMIC COPULA MODELS |
scientific article |
Statements
LOCAL ESTIMATION OF DYNAMIC COPULA MODELS (English)
0 references
27 May 2010
0 references
copulas
0 references
local maximum likelihood estimation
0 references
GARCH models
0 references
value-at-risk
0 references
