The integrated copula spectrum
Yuichi Goto, Tobias Kley, Ria Van Hecke, Stanislav Volgushev, Holger Dette, Marc Hallin
| Year of publication: |
December 2021
|
|---|---|
| Authors: | Goto, Yuichi ; Kley, Tobias ; Van Hecke, Ria ; Volgushev, Stanislav ; Dette, Holger ; Hallin, Marc |
| Publisher: |
Brussels, Belgium : ECARES |
| Subject: | Copula | Ranks | Time series | Frequency domain | Time-reversibility | Zeitreihenanalyse | Time series analysis | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Ranking-Verfahren | Ranking method |
freely available
| Extent: | 1 Online-Ressource (circa 75 Seiten) Illustrationen |
|---|---|
| Series: | ECARES working paper. - Brussels, ZDB-ID 2771005-1. - Vol. 2021, 29 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/335426 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012698536