High dimensional dynamic stochastic copula models (Q888326)
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scientific article; zbMATH DE number 6502481
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | High dimensional dynamic stochastic copula models |
scientific article; zbMATH DE number 6502481 |
Statements
High dimensional dynamic stochastic copula models (English)
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30 October 2015
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state space models
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dynamic copulas
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Bayesian estimation
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particle filters
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credit default swaps
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0.8317564725875854
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0.8124949336051941
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0.8124209642410278
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0.8069018125534058
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0.7977820634841919
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