A monitoring procedure for detecting structural breaks in factor copula models (Q2700563)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A monitoring procedure for detecting structural breaks in factor copula models |
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A monitoring procedure for detecting structural breaks in factor copula models (English)
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27 April 2023
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factor copula model
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monitoring procedure
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simulated method of moments
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value at risk
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