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Time series copula models using d-vines and v-transforms - MaRDI portal

Time series copula models using d-vines and v-transforms (Q109456)

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scientific article
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English
Time series copula models using d-vines and v-transforms
scientific article

    Statements

    volume
    24
    0 references
    page(s)
    27-48
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    publication date
    October 2022
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    author
    Martin Bladt
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    Alexander J. McNeil
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    Identifiers

     
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