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

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