When is a copula constant? : a test for changing relationships
Year of publication: |
2011
|
---|---|
Authors: | Busetti, Fabio ; Harvey, Andrew C. |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 9.2011, 1, p. 106-131
|
Subject: | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
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