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A Survey on Time-Varying Copulas: Specification, Simulations, and Application
Manner, Hans; Reznikova, Olga - In: Econometric reviews 31 (2012) 6, pp. 654-688
Persistent link: https://www.econbiz.de/10009842062
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Testing for asymmetric dependence
Manner, Hans - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10009949965
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Tails of correlation mixtures of elliptical copulas
Manner, Hans; Segers, Johan - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 153-161
Persistent link: https://www.econbiz.de/10008768330
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Dynamic stochastic copula models: estimation, inference and applications
Hafner, Christian M.; Manner, Hans - In: Journal of applied econometrics 27 (2012) 2, pp. 269-296
Persistent link: https://www.econbiz.de/10009833154