Modeling dependence dynamics through copulas with regime switching (Q414597): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F40 / rank | |||
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| Property / zbMATH DE Number: 6033255 / rank | |||
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asymmetric dependence | |||
| Property / zbMATH Keywords: asymmetric dependence / rank | |||
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copulas | |||
| Property / zbMATH Keywords: copulas / rank | |||
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Markov switching | |||
| Property / zbMATH Keywords: Markov switching / rank | |||
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bootstrap test | |||
| Property / zbMATH Keywords: bootstrap test / rank | |||
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Revision as of 19:20, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling dependence dynamics through copulas with regime switching |
scientific article |
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Modeling dependence dynamics through copulas with regime switching (English)
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11 May 2012
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asymmetric dependence
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copulas
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Markov switching
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bootstrap test
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