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Is a normal copula the right copula?
Amengual, Dante; Sentana, Enrique - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 350-366
Persistent link: https://www.econbiz.de/10012262480
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Volatility-related exchange traded assets : an econometric investigation
Mencía, Javier; Sentana, Enrique - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 599-614
Persistent link: https://www.econbiz.de/10012249217
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GDP solera : the ideal vintage mix
Almuzara, Martín; Amengual, Dante; Fiorentini, Gabriele; … - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 984-997
Persistent link: https://www.econbiz.de/10015053515