Regime switches in the dependence structure of multidimensional financial data (Q1623563)
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scientific article; zbMATH DE number 6984002
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Regime switches in the dependence structure of multidimensional financial data |
scientific article; zbMATH DE number 6984002 |
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Regime switches in the dependence structure of multidimensional financial data (English)
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23 November 2018
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copula
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\(R\)-vine
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financial returns
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Markov switching
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0.8334786891937256
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0.8225818872451782
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0.803972065448761
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0.8039431571960449
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0.7907155156135559
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