The copula directional dependence by stochastic volatility models
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Publication:5085923
DOI10.1080/03610918.2017.1406512OpenAlexW2792729842MaRDI QIDQ5085923
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Publication date: 30 June 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2017.1406512
Directional data; spatial statistics (62H11) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Uses Software
Cites Work
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