Copulas and long memory
type: Item
instance of: scholarly article
title: Copulas and long memory
zbMATH Open document ID: 1386.60250
DOI: 10.1214/14-PS233
author: Rustam Ibragimov
author: George Lentzas
published in: Probability Surveys
publication date: 2018-01-12T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ps/1513069215
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 6825001
zbMATH Keywords: long memory processes
zbMATH Keywords: short memory processes
zbMATH Keywords: copulas
zbMATH Keywords: measures of dependence
zbMATH Keywords: autocorrelations
zbMATH Keywords: persistence
zbMATH Keywords: volatility
zbMATH Keywords: GARCH
MaRDI profile type: Publication
OpenAlex ID: W3124384038
description: scientific article; zbMATH DE number 6825001