Regime Switching Vine Copula Models for Global Equity and Volatility Indices
Fink, Holger, Klimova, Yulia, Czado, Claudia, Stöber, JakobVolume:
5
Language:
english
Journal:
Econometrics
DOI:
10.3390/econometrics5010003
Date:
January, 2017
File:
PDF, 2.20 MB
english, 2017