Vine-copula GARCH model with dynamic conditional dependence (Q1623562)

From MaRDI portal
Revision as of 05:07, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Vine-copula GARCH model with dynamic conditional dependence
scientific article

    Statements

    title
    Vine-copula GARCH model with dynamic conditional dependence (English)
    0 references
    author
    Mike K. P. So
    0 references
    Cherry Y. T. Yeung
    0 references
    publication date
    23 November 2018
    0 references
    Mathematics Subject Classification ID
    62-08
    0 references
    62H05
    0 references
    62H20
    0 references
    62M10
    0 references
    62P05
    0 references
    zbMATH DE Number
    6984001
    0 references
    zbMATH Keywords
    copula
    0 references
    GARCH
    0 references
    time varying dependence
    0 references
    vine decomposition
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1623562&oldid=26382672"
    Powered by MediaWiki