A review of copula models for economic time series (Q443763)
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scientific article; zbMATH DE number 6065045
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| English | A review of copula models for economic time series |
scientific article; zbMATH DE number 6065045 |
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A review of copula models for economic time series (English)
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13 August 2012
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correlation
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inference
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multivariate models
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semiparametric estimation
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time series
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0.9029973149299622
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0.8716718554496765
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0.8559242486953735
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0.8348055481910706
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0.833810567855835
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