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Time-dependent copulas - MaRDI portal

Time-dependent copulas

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Publication:443766

DOI10.1016/j.jmva.2012.02.018zbMath1352.62073OpenAlexW2058763692MaRDI QIDQ443766

Marten H. Wegkamp, Jean-David Fermanian

Publication date: 13 August 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.02.018



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