SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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