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A survey on time-varying copul...
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Modeling multivariate extreme events using self-exciting point processes
Grothe, Oliver
;
Korniichuk, Volodymyr
;
Manner, Hans
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 269-289
Persistent link: https://www.econbiz.de/10010497083
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2
Testing for structural breaks in factor copula models
Manner, Hans
;
Stark, Florian
;
Wied, Dominik
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 324-345
Persistent link: https://www.econbiz.de/10012145023
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