A time dynamic pair copula construction: with financial applications

Author: Vesper Andrew  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.22, Iss.20, 2012-10, pp. : 1697-1711

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract