Copula-based characterizations for higher order Markov processes
Year of publication: |
2009
|
---|---|
Authors: | Ibragimov, Rustam Ju. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 3, p. 819-846
|
Subject: | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Multivariate Verteilung | Multivariate distribution | Theorie | Theory |
-
Portfolio risk and stress across the business cycle
Chakraborty, Sandip, (2022)
-
Empirical performance of an ESG assets portfolio from US market
Pokou, Fredy, (2024)
-
Dynamic Copulas and Long Range Dependence
Mendes, Beatriz V.M., (2012)
- More ...
-
Robust inference on income inequality : t-statistic based approach
Ibragimov, Rustam Ju., (2025)
-
Cryptocurrency exchange simulation
Mansurov, Kirill, (2024)
-
Pricing and capital allocation for multiline insurance firms
Ibragimov, Rustam Ju., (2010)
- More ...