A survey on time-varying copulas : specification, simulations, and application
Year of publication: |
2012
|
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Authors: | Manner, Hans ; Reznikova, Olga |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 31.2012, 4/6, p. 654-687
|
Subject: | Multivariate Verteilung | Multivariate distribution | Zeit | Time | Simulation | Theorie | Theory |
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