Goodness‐of‐fit for regime‐switching copula models with application to option pricing (Q5107622)
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: Goodness‐of‐fit for regime‐switching copula models with application to option pricing |
scientific article; zbMATH DE number 7194129
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness‐of‐fit for regime‐switching copula models with application to option pricing |
scientific article; zbMATH DE number 7194129 |
Statements
Goodness‐of‐fit for regime‐switching copula models with application to option pricing (English)
0 references
28 April 2020
0 references
copulas
0 references
generalized error models
0 references
goodness-of-fit
0 references
regime-switching models
0 references
time series
0 references
0.88806283
0 references
0.8814097
0 references
0.8802721
0 references
0.8796799
0 references
0.87435114
0 references
0.86798424
0 references
