Time-varying copula models for financial time series (Q5197403)
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scientific article; zbMATH DE number 7109539
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying copula models for financial time series |
scientific article; zbMATH DE number 7109539 |
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Time-varying copula models for financial time series (English)
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23 September 2019
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multivariate time series
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copula
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binomial test
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extremal test
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