Copula structured M4 processes with application to high-frequency financial data (Q308364)
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scientific article; zbMATH DE number 6623654
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| English | Copula structured M4 processes with application to high-frequency financial data |
scientific article; zbMATH DE number 6623654 |
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Copula structured M4 processes with application to high-frequency financial data (English)
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6 September 2016
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time series
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sparse multivariate maxima of moving maxima model
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GMM estimator
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finance
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0.9058978
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0.87343186
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0.8714255
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0.8695731
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0.8659102
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0.86522174
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0.86182076
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0.8611395
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