Modeling dependence dynamics through copulas with regime switching
| Year of publication: |
2012
|
|---|---|
| Authors: | Silva Filho, Osvaldo Candido da ; Ziegelmann, Flavio Augusto ; Dueker, Michael J. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 50.2012, 3, p. 346-357
|