GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
Berghaus, Betina, Bücher, AxelVolume:
33
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466615000419
Date:
April, 2017
File:
PDF, 505 KB
english, 2017