Time-varying copula models for financial time series
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Publication:5197403
DOI10.1017/apr.2016.48zbMath1426.62321OpenAlexW2343661543MaRDI QIDQ5197403
Magda Mroz, Ulrich Stadtmüller, Rüdiger Kiesel
Publication date: 23 September 2019
Published in: Unnamed Author (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/apr.2016.48
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistics of extreme values; tail inference (62G32) Economic time series analysis (91B84)
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