Dynamic Factor Copula Models with Estimated Cluster Assignments
Year of publication: |
[2021]
|
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Authors: | Oh, Dong Hwan ; Patton, Andrew J. |
Publisher: |
[S.l.] : SSRN |
Subject: | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Regionales Cluster | Regional cluster |
Extent: | 1 Online-Ressource (49 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 3, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3724645 [DOI] |
Classification: | C32 - Time-Series Models ; c38 ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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