Regime switches in the dependence structure of multidimensional financial data (Q1623563): Difference between revisions
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Revision as of 04:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regime switches in the dependence structure of multidimensional financial data |
scientific article |
Statements
Regime switches in the dependence structure of multidimensional financial data (English)
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23 November 2018
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copula
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\(R\)-vine
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financial returns
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Markov switching
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