Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns

DOI10.21314/JOR.2016.342MaRDI QIDQ138908FDO

Authors Marcel Wollschläger, Rudi Schäfer

Publication date October 2016

Published in The Journal of Risk (Search for Journal in Brave)

Cited in

(1)

• kcopula

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