Directional dependence via Gaussian copula beta regression model with asymmetric GARCH marginals (Q3133036)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Directional dependence via Gaussian copula beta regression model with asymmetric GARCH marginals |
scientific article |
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Directional dependence via Gaussian copula beta regression model with asymmetric GARCH marginals (English)
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12 February 2018
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asymmetric GARCH models
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beta regression model
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copula
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directional dependence
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generalized autoregressive conditional heteroscedasticity
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