A Survey on Time-Varying Copulas: Specification,...

A Survey on Time-Varying Copulas: Specification, Simulations, and Application

Manner, Hans, Reznikova, Olga
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Volume:
31
Language:
english
Journal:
Econometric Reviews
DOI:
10.1080/07474938.2011.608042
Date:
November, 2012
File:
PDF, 723 KB
english, 2012
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