A nonlinear time-varying copula using kink approach

Journal of Physics Conference Series 2018 / 07 Vol. 1053

A nonlinear time-varying copula using kink approach

Phadkantha, Rungrapee, Yamaka, Woraphon, Sriboonchitta, Songsak
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Volume:
1053
Language:
english
Journal:
Journal of Physics: Conference Series
DOI:
10.1088/1742-6596/1053/1/012126
Date:
July, 2018
File:
PDF, 565 KB
english, 2018
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