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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"IES working paper"
~person:"Yi, Yanping"
~subject:"ARCH-Modell"
~type_genre:"Graue Literatur"
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Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
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