A monitoring procedure for detecting structural breaks in factor copula models (Q2700563)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A monitoring procedure for detecting structural breaks in factor copula models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A monitoring procedure for detecting structural breaks in factor copula models |
scientific article |
Statements
A monitoring procedure for detecting structural breaks in factor copula models (English)
0 references
27 April 2023
0 references
factor copula model
0 references
monitoring procedure
0 references
simulated method of moments
0 references
value at risk
0 references
0 references
0 references
