The copula directional dependence by stochastic volatility models (Q5085923)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The copula directional dependence by stochastic volatility models |
scientific article; zbMATH DE number 7551048
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The copula directional dependence by stochastic volatility models |
scientific article; zbMATH DE number 7551048 |
Statements
The copula directional dependence by stochastic volatility models (English)
0 references
30 June 2022
0 references
beta regression model
0 references
copula
0 references
directional dependence
0 references
stochastic volatility model
0 references
0 references
0 references
0 references
0 references