A copula-based model of speculative price dynamics in discrete time (Q538184): Difference between revisions

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+Modeling statistical dependence of Markov chains via copula models
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+Copulas and Temporal Dependence
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+Changes of filtrations and of probability measures
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+Q4230831
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+Estimation of copula-based semiparametric time series models
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+Efficient estimation of copula-based semiparametric Markov models
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+THE DEPENDENCE STRUCTURE OF RUNNING MAXIMA AND MINIMA: RESULTS AND OPTION PRICING APPLICATIONS
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+Copulas and Markov processes
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+The meta-elliptical distributions with given marginals
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+Q3996150
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+Noncausality in Continuous Time
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+COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES
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+Q4382161
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+Q3143793
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+Q5706744
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+An introduction to copulas.
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+Copula–Based Models for Financial Time Series
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+Mathematics of Speculative Price
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+Statistical properties of parametric estimators for Markov chain vectors based on copula models
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