Testing for structural breaks in factor copula models
Hans Manner, Florian Stark, Dominik Wied
| Year of publication: |
2019
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|---|---|
| Authors: | Manner, Hans ; Stark, Florian ; Wied, Dominik |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 208.2019, 2, p. 324-345
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| Subject: | Factor copula model | Fluctuation test | Simulated method of moments | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Simulation | Strukturbruch | Structural break | Momentenmethode | Method of moments | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012145023