Modelling volatility dependence with score copula models (Q6553228)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7863053
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Modelling volatility dependence with score copula models |
scientific article; zbMATH DE number 7863053 |
Statements
Modelling volatility dependence with score copula models (English)
0 references
11 June 2024
0 references
emerging markets
0 references
score-driven copulas
0 references
stock returns
0 references
two-components
0 references
0 references
