Modeling dependence dynamics through copulas with regime switching (Q414597): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.01.001 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2008621908 / rank | |||
Normal rank | |||
Revision as of 23:50, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling dependence dynamics through copulas with regime switching |
scientific article |
Statements
Modeling dependence dynamics through copulas with regime switching (English)
0 references
11 May 2012
0 references
asymmetric dependence
0 references
copulas
0 references
Markov switching
0 references
bootstrap test
0 references
