scientific article; zbMATH DE number 7255570

zbMath1463.35284MaRDI QIDQ5125158

Woraphon Yamaka, Paravee Maneejuk, Pisit Leeahtam

Publication date: 5 October 2020

Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/3910

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

smooth transitionlogistic functionbond yieldsnonlinear copula

Mathematics Subject Classification ID

Heat equation (35K05) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• A review of copula models for economic time series
• An introduction to copulas.
• Asymptotic efficiency of the two-stage estimation method for copula-based models
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• The shifting dependence dynamics between the G7 stock markets

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