Copula-GARCH time-varying tail dependence
Year of publication: |
2012
|
---|---|
Authors: | Chen, Jiaqi ; Gunther, Jeffery W. |
Published in: |
30th anniversary edition. - Bingley [u.a.] : Emerald, ISBN 978-1-78190-309-4. - 2012, p. 411-425
|
Subject: | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Ausreißer | Outliers | ARCH-Modell | ARCH model |
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