Copulas and long memory (Q1688925)
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scientific article; zbMATH DE number 6825001
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Copulas and long memory |
scientific article; zbMATH DE number 6825001 |
Statements
Copulas and long memory (English)
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12 January 2018
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long memory processes
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short memory processes
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copulas
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measures of dependence
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autocorrelations
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persistence
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volatility
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GARCH
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0.800902783870697
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0.7957381010055542
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0.7920282483100891
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0.7818007469177246
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0.7817597389221191
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