Copula–GARCH Time-Varying Tail Dependence (Q5133613)
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scientific article; zbMATH DE number 7272471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula–GARCH Time-Varying Tail Dependence |
scientific article; zbMATH DE number 7272471 |
Statements
Copula–GARCH Time-Varying Tail Dependence (English)
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10 November 2020
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copula
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dependence
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time-varying tail
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