Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation (Q6608183)
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scientific article; zbMATH DE number 7916033
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation |
scientific article; zbMATH DE number 7916033 |
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Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation (English)
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19 September 2024
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dependence
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financial time series
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hidden Markov models
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local Gaussian correlation
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