Time-varying joint distribution through copulas

DOI10.1016/j.csda.2009.03.008zbMath1284.91466OpenAlexW2015057937MaRDI QIDQ2445695

M. Concepcion Ausin, Hedibert Freitas Lopes

Publication date: 14 April 2014

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.03.008

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70) Economic time series analysis (91B84)

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Cites Work

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