[Advances in Econometrics] 30th Anniversary Edition Volume 30 || Copula–GARCH Time-Varying Tail Dependence
Terrell, Dek, Millimet, DanielVolume:
10.1108/S0
Year:
2012
Language:
english
DOI:
10.1108/s0731-9053(2012)0000030018
File:
PDF, 943 KB
english, 2012