Search Results - subject:"factor copula model"

Duan, Fang; Manner, Hans; Wied, Dominik - In: Journal of financial econometrics 20 (2022) 1, pp. 45-75

Persistent link: https://www.econbiz.de/10012878186

Tachibana, Minoru - In: Research in international business and finance 60 (2022), pp. 1-30

Persistent link: https://www.econbiz.de/10013411126

Kim, Sung Ik; Kim, Young Shin - In: International journal of theoretical and applied finance 24 (2021) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10012652691

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

Manner, Hans; Stark, Florian; Wied, Dominik - In: Journal of econometrics 208 (2019) 2, pp. 324-345

Persistent link: https://www.econbiz.de/10012145023