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~person:"Giacomini, Enzo"
~person:"Schäfer, Dorothea"
~subject:"Risikomaß"
~type_genre:"Article in journal"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Inhomogeneous dependence modeling with time-varying copulae
Giacomini, Enzo
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 224-234
Persistent link: https://www.econbiz.de/10003885784
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