Modeling dependence dynamics through copulas with regime switching (Q414597)
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scientific article; zbMATH DE number 6033255
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling dependence dynamics through copulas with regime switching |
scientific article; zbMATH DE number 6033255 |
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Modeling dependence dynamics through copulas with regime switching (English)
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11 May 2012
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asymmetric dependence
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copulas
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Markov switching
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bootstrap test
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