Inhomogeneous Dependence Modeling with Time-Varying Copulae
| Year of publication: |
2009
|
|---|---|
| Authors: | Giacomini, Enzo ; Härdle, Wolfgang ; Spokoiny, Vladimir |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 27.2009, 2, p. 224-234
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004982609