Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns (Q4960698)
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scientific article; zbMATH DE number 7192670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns |
scientific article; zbMATH DE number 7192670 |
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Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns (English)
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23 April 2020
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skew-\(t\) distribution
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copula
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maximum likelihood estimation
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tail asymmetry
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tail dependence
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generalized hyperbolic distribution
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