When is a copula constant? : a test for changing relationships
Fabio Busetti; Andrew Harvey
| Year of publication: |
2011
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|---|---|
| Authors: | Busetti, Fabio ; Harvey, Andrew C. |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 9.2011, 1, p. 106-131
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| Subject: | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009125155