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A Survey on Time-Varying Copulas: Specification, Simulations, and Application - MaRDI portal

A Survey on Time-Varying Copulas: Specification, Simulations, and Application (Q5080162)

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scientific article; zbMATH DE number 7534058
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English
A Survey on Time-Varying Copulas: Specification, Simulations, and Application
scientific article; zbMATH DE number 7534058

    Statements

    title
    A Survey on Time-Varying Copulas: Specification, Simulations, and Application (English)
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    author
    Hans Manner
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    Olga Reznikova
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    publication date
    31 May 2022
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    zbMATH Keywords
    dynamic copula
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    goodness-of-fit test
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    time-varying parameters
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    cites work
    Q3412547
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    Q4840212
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    Q4382161
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    Q3281461
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    Asymptotic Statistics
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    62M10
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    62P05
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    62P20
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    zbMATH DE Number
    7534058
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    OpenAlex ID
    W2038896451
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