Time series copula models using d-vines and v-transforms

DOI10.1016/J.ECOSTA.2021.07.004MaRDI QIDQ109456FDO

Authors Martin Bladt, Alexander J. McNeil

Publication date October 2022

Published in Econometrics and Statistics (Search for Journal in Brave)

Cited in

(1)

• tscopula

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