Small sample properties of copula-GARCH modelling: a Monte Carlo study
Bianchi, Carluccio, De Giuli, Maria Elena, Fantazzini, Dean, Maggi, MarioVolume:
21
Year:
2011
Language:
english
Pages:
11
DOI:
10.1080/09603107.2011.587770
File:
PDF, 543 KB
english, 2011