Score test for varying copula parameter in bivariate financial time series (Q2888200)
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scientific article; zbMATH DE number 6039689
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Score test for varying copula parameter in bivariate financial time series |
scientific article; zbMATH DE number 6039689 |
Statements
30 May 2012
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copula
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score test
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varying parameter modeling
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jackknife
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0.91194654
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0.8777837
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0.87167776
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0.87028867
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0.8629408
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0.8602478
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0.8592786
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Score test for varying copula parameter in bivariate financial time series (English)
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