A Survey on Time-Varying Copulas: Specification, Simulations, and Application
Year of publication: |
2012
|
---|---|
Authors: | Manner, Hans ; Reznikova, Olga |
Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 31.2012, 6 (1.11.), p. 654-688
|
Saved in:
Saved in favorites
Similar items by person
-
Forecasting international stock market correlations: does anything beat a CCC?
Manner, Hans, (2010)
-
Forecasting international stock market correlations : does anything beat a CCC?
Manner, Hans, (2010)
-
A survey on time-varying copulas : specification, simulations, and application
Manner, Hans, (2012)
- More ...