Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings

DOI10.1080/07350015.2020.1763806zbMath1547.6287MaRDI QIDQ6617825

Anne Opschoor, Unnamed Author, André Lucas, Dick van Dijk

Publication date: 11 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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