Goodness‐of‐fit for regime‐switching copula models with application to option pricing (Q5107622)
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scientific article; zbMATH DE number 7194129
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness‐of‐fit for regime‐switching copula models with application to option pricing |
scientific article; zbMATH DE number 7194129 |
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Goodness‐of‐fit for regime‐switching copula models with application to option pricing (English)
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28 April 2020
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copulas
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generalized error models
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goodness-of-fit
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regime-switching models
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time series
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