Non-parametric estimation of copula parameters: testing for time-varying correlation (Q2687861)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-parametric estimation of copula parameters: testing for time-varying correlation |
scientific article |
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Non-parametric estimation of copula parameters: testing for time-varying correlation (English)
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7 March 2023
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dynamic dependence
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kernel estimate
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local likelihood estimation
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stock returns
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time-varying copula
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0.9095881
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0.9091552
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0.9052384
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0.8959521
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0.8954715
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0.8938997
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0.8938935
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0.8904426
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0.89038146
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