Time series copula models using d-vines and v-transforms

DOI10.1016/J.ECOSTA.2021.07.004MaRDI QIDQ109456FDOQ109456

Authors: Martin Bladt, Alexander J. McNeil 

Publication date: October 2022

Published in: Econometrics and Statistics (Search for Journal in Brave)

Cited In (1)

• tscopula

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