Dynamic stochastic copula models: estimation, inference and applications
| Year of publication: |
2012
|
|---|---|
| Authors: | Hafner, Christian M. ; Manner, Hans |
| Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 27.2012, 2, p. 269-295
|
| Publisher: |
John Wiley & Sons, Ltd. |