Maximum likelihood estimation of multivariate regime switching Student-\(t\) copula models (Q6663973)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Maximum likelihood estimation of multivariate regime switching Student-\(t\) copula models |
scientific article; zbMATH DE number 7967680
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Maximum likelihood estimation of multivariate regime switching Student-\(t\) copula models |
scientific article; zbMATH DE number 7967680 |
Statements
Maximum likelihood estimation of multivariate regime switching Student-\(t\) copula models (English)
0 references
15 January 2025
0 references
copula models
0 references
cryptocurrencies
0 references
daily log-returns
0 references
expectation-maximisation algorithm
0 references
latent variable models
0 references
0 references
0 references
0 references
