A Survey on Time-Varying Copulas: Specification, Simulations, and Application (Q5080162)

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scientific article; zbMATH DE number 7534058
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A Survey on Time-Varying Copulas: Specification, Simulations, and Application
scientific article; zbMATH DE number 7534058

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    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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