Copula approach to residuals of regime-switching models (Q3165682)
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scientific article; zbMATH DE number 6099705
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| English | Copula approach to residuals of regime-switching models |
scientific article; zbMATH DE number 6099705 |
Statements
29 October 2012
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time series
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autocopula
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residuals
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regime-switching models
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0.7477880120277405
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0.743796169757843
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0.7368764877319336
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0.7338343262672424
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0.7290163040161133
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