Copula–Based Models for Financial Time Series (Q3646981)

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Copula–Based Models for Financial Time Series
scientific article

    Statements

    title
    Copula–Based Models for Financial Time Series (English)
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    author
    Andrew J. Patton
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    publication date
    27 November 2009
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    zbMATH Keywords
    copula
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    time series
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    GARCH
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    91-02
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    91B84
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    zbMATH DE Number
    5640061
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    OpenAlex ID
    W1827554748
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