Estimation and Model Selection of Copulas with an Application to Exchange Rates
Year of publication: |
2007
|
---|---|
Authors: | Manner, Hans |
Institutions: | Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization |
Subject: | econometrics |
-
Myopia of Health-Care Reform Using Business Models
Kenneth, MacInnes, (2001)
-
Do Bank Mergers Create Shareholder Value? An Event Study Analysis
Sharma, Varini, (2010)
-
Ranking leading econometrics journals using citations data from ISI and RePEc
Chang, Chia-Lin, (2013)
- More ...
-
Testing for Asset Market Linkages: A new Approach based on Time-Varying Copulas
Manner, Hans, (2007)
-
Dynamic stochastic copula models: Estimation, inference and applications
Hafner, Christian M., (2008)
-
On the causes of car accidents on German Autobahn connectors
Garnowski, Martin, (2011)
- More ...