Regime switches in the dependence structure of multidimensional financial data (Q1623563)
From MaRDI portal
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)
0 references
23 November 2018
0 references
copula
0 references
\(R\)-vine
0 references
financial returns
0 references
Markov switching
0 references
