Dynamic bivariate normal copula (Q295132)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Dynamic bivariate normal copula |
scientific article |
Statements
Dynamic bivariate normal copula (English)
0 references
17 June 2016
0 references
estimation
0 references
normal copula
0 references
tail dependence/independence
0 references