Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Year of publication: |
2006
|
---|---|
Authors: | Chen, Xiaohong ; Fan, Yanqin |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 135.2006, 1-2, p. 125-154
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Chen, Xiaohong, (2004)
-
Chen, Xiaohong, (2004)
-
Chen, Xiaohong, (2010)
- More ...