Modeling dependence dynamics of air pollution : time series analysis using a copula based GARCH type model
He Zhanqiong, Songsak Sriboonchitta and Dai Jing
| Year of publication: |
2013
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| Authors: | Zhanqiong, He ; Songsak Sriboonchitta ; Jing, Dai |
| Published in: |
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]. - Berlin [u.a.] : Springer, ISBN 3-642-35442-4. - 2013, p. 215-226
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| Subject: | Zeitreihenanalyse | Time series analysis | Luftverschmutzung | Air pollution | Multivariate Verteilung | Multivariate distribution | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009711146