A Survey on Time-Varying Copulas: Specification, Simulations, and Application (Q5080162)
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scientific article; zbMATH DE number 7534058
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Survey on Time-Varying Copulas: Specification, Simulations, and Application |
scientific article; zbMATH DE number 7534058 |
Statements
A Survey on Time-Varying Copulas: Specification, Simulations, and Application (English)
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31 May 2022
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dynamic copula
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goodness-of-fit test
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time-varying parameters
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