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Dynamic bivariate normal copula - MaRDI portal

Dynamic bivariate normal copula (Q295132)

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Dynamic bivariate normal copula
scientific article

    Statements

    title
    Dynamic bivariate normal copula (English)
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    author
    Xin Liao
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    Liang Peng
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    YanTing Zheng
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    Zuo Xiang Peng
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    publication date
    17 June 2016
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    zbMATH Keywords
    estimation
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    normal copula
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    tail dependence/independence
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    Identifiers

    Mathematics Subject Classification ID
    62H20
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    62F12
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    62G30
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    60G70
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    62G32
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    zbMATH DE Number
    6594691
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    OpenAlex ID
    W3098396366
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    arXiv ID
    1505.03762
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