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~person:"Köck, Christian"
~person:"Nguyen, Duc Khuong"
~person:"Wied, Dominik"
~subject:"Method of moments"
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Method of moments
Multivariate Verteilung
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Köck, Christian
Nguyen, Duc Khuong
Wied, Dominik
Amengual, Dante
3
Manner, Hans
3
Sentana, Enrique
3
Stark, Florian
3
Tian, Zhanyuan
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Journal of econometrics
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Journal of financial econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Model and moment selection in factor copula models
Duan, Fang
;
Manner, Hans
;
Wied, Dominik
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 45-75
Persistent link: https://www.econbiz.de/10012878186
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2
Detecting structural breaks in factor copula models and in vectors of dependence measures
Stark, Florian
-
2019
Persistent link: https://www.econbiz.de/10012061878
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3
A monitoring procedure for detecting structural breaks in factor copula models
Manner, Hans
;
Stark, Florian
;
Wied, Dominik
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 171-192
Persistent link: https://www.econbiz.de/10012657681
Saved in:
4
Testing for structural breaks in factor copula models
Manner, Hans
;
Stark, Florian
;
Wied, Dominik
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 324-345
Persistent link: https://www.econbiz.de/10012145023
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