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Modelling volatility dependence with score copula models (Q6553228)

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scientific article; zbMATH DE number 7863053
Language Label Description Also known as
English
Modelling volatility dependence with score copula models
scientific article; zbMATH DE number 7863053

    Statements

    title
    Modelling volatility dependence with score copula models (English)
    0 references
    publication date
    11 June 2024
    0 references
    zbMATH Keywords
    emerging markets
    0 references
    score-driven copulas
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    stock returns
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    two-components
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    Identifiers

    zbMATH DE Number
    7863053
    0 references
     
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