Modelling Volatile Time Series with V-Transforms and Copulas

DOI10.3390/RISKS9010014MaRDI QIDQ109455FDO

Authors Alexander J. McNeil

Publication date 5 January 2021

Published in Risks (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3390/RISKS9010014

Cited in

(1)

• tscopula

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