Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting

Author： Schamberger Benedikt   Gruber Lutz F.   Czado Claudia  

Publisher： MDPI

E-ISSN： 2225-1146|5|2|21-21

ISSN： 2225-1146

Source： Econometrics, Vol.5, Iss.2, 2017-05, pp. : 21-21

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