Copulas and Temporal Dependence
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Publication:5190492
DOI10.3982/ECTA8152zbMath1202.91271MaRDI QIDQ5190492
Publication date: 18 March 2010
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta8152
copula; Markov chain; mixing; canonical correlation; tail dependence; maximal correlation; mean square contingency
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis
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