Switching generalized autoregressive score copula models with application to systemic risk
| Year of publication: |
2018
|
|---|---|
| Authors: | Bernardi, Mauro ; Catania, Leopoldo |
| Published in: |
Journal of Applied Econometrics. - Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 34.2018, 1 (29.08.), p. 43-65
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2650 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082798