Modelling dependence using skew t copulas: Bayesian inference and applications
| Year of publication: |
2012
|
|---|---|
| Authors: | Smith, Michael S. ; Gan, Quan ; Kohn, Robert J. |
| Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 27.2012, 3, p. 500-522
|
| Publisher: |
John Wiley & Sons, Ltd. |