Copulas and Temporal Dependence
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Publication:5190492
DOI10.3982/ECTA8152zbMath1202.91271OpenAlexW2153894449MaRDI 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
copulaMarkov chainmixingcanonical correlationtail dependencemaximal correlationmean square contingency
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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