A review of copula models for economic time series
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Publication:443763
DOI10.1016/J.JMVA.2012.02.021zbMATH Open1244.62085OpenAlexW1964166103MaRDI QIDQ443763FDOQ443763
Authors: Andrew J. Patton 
Publication date: 13 August 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.02.021
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)
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