Detecting financial data dependence structure by averaging mixture copulas
Guannan Liu, Wei Long, Xinyu Zhang, Qi Li
| Year of publication: |
2019
|
|---|---|
| Authors: | Liu, Guannan ; Long, Wei ; Zhang, Xinyu ; Li, Qi |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 35.2019, 4, p. 777-815
|
| Subject: | Multivariate Verteilung | Multivariate distribution | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466618000270 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012386828