SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548): Difference between revisions

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Latest revision as of 12:18, 17 July 2024

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SCOMDY models based on pair-copula constructions with application to exchange rates
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    SCOMDY models based on pair-copula constructions with application to exchange rates (English)
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    23 November 2018
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    multivariate copula
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    GARCH-ARMA margins
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    exchange rates
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    pair-copula construction
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    vines
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