Dynamic copula models for multivariate high-frequency data in finance
| Year of publication: |
2004
|
|---|---|
| Authors: | Dias, Alexandra ; Embrechts, Paul |
| Institutions: | Financial Econometrics Research Centre, Warwick Business School |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10010721525