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Archimedean copulas and temporal dependence
Beare, Brendan K.
- In:
Econometric theory
28
(
2012
)
6
,
pp. 1165-1185
Persistent link: https://www.econbiz.de/10009743177
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Time irreversible copula-based Markov models
Beare, Brendan K.
;
Seo, Juwon
- In:
Econometric theory
30
(
2014
)
5
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pp. 923-960
Persistent link: https://www.econbiz.de/10010502134
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Nonparametric tests of density ratio ordering
Beare, Brendan K.
;
Moon, Jong-Myun
- In:
Econometric theory
31
(
2015
)
3
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pp. 471-492
Persistent link: https://www.econbiz.de/10011290911
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Representation of I(1) and I(2) autoregressive hilbertian processes
Beare, Brendan K.
;
Seo, Won-Ki
- In:
Econometric theory
36
(
2020
)
5
,
pp. 773-802
Persistent link: https://www.econbiz.de/10012307239
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Randomization tests of copula symmetry
Beare, Brendan K.
;
Seo, Juwon
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1025-1063
Persistent link: https://www.econbiz.de/10012404089
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ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE
Beare, Brendan K.
- In:
Econometric theory
28
(
2012
)
6
,
pp. 1165-1186
Persistent link: https://www.econbiz.de/10010041902
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Tail behavior of stopped Lévy processes with Markov modulation
Beare, Brendan K.
;
Seo, Won-Ki
;
Akira Toda, Alexis
- In:
Econometric theory
38
(
2022
)
5
,
pp. 986-1013
Persistent link: https://www.econbiz.de/10013469688
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