Testing for structural breaks in factor copula models (Q1739863)
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scientific article; zbMATH DE number 7048556
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| English | Testing for structural breaks in factor copula models |
scientific article; zbMATH DE number 7048556 |
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Testing for structural breaks in factor copula models (English)
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29 April 2019
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factor copula model
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fluctuation test
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simulated method of moments
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0.8277901411056519
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0.8176826238632202
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0.8172785639762878
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0.8074755668640137
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0.8044083714485168
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