Score-driven copula models for portfolios of two risky assets
Astrid Ayala and Szabolcs Blazsek
| Year of publication: |
2018
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|---|---|
| Authors: | Ayala, Astrid ; Blazsek, Szabolcs |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 24.2018, 18, p. 1861-1884
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| Subject: | DCS copula models | DCS models of location and scale | Dynamic Conditional Score (DCS) models | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2018.1464488 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012259236