Semiparametric dynamic max‐copula model for multivariate time series

E-ISSN： 1467-9868|80|2|409-432

ISSN： 1369-7412

Source： JOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES B (STATISTICAL METHODOLOGY), Vol.80, Iss.2, 2018-03, pp. : 409-432

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