Testing for structural breaks in factor copula models
type: Item
instance of: scholarly article
title: Testing for structural breaks in factor copula models
zbMATH Open document ID: 1452.62388
author: Hans Manner
author: Florian Stark
author: Dominik Wied
published in: Journal of Econometrics
publication date: 2019-04-29T00:00:00Z
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7048556
zbMATH Keywords: factor copula model
zbMATH Keywords: fluctuation test
zbMATH Keywords: simulated method of moments
describes a project that uses: bfa
MaRDI profile type: Publication
full work available at URL: j.jeconom.2018.10.001
OpenAlex ID: W2896253071
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DOI: 10.1016/J.JECONOM.2018.10.001
description: scientific article; zbMATH DE number 7048556