Evidence on copula-based double-hurdle models with flexible margins
Year of publication: |
August 2016
|
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Authors: | Schwiebert, Jörg |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 51.2016, 1, p. 245-289
|
Subject: | Archimedean copulas | Copulas | Double-hurdle model | Flexible margins | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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