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A Survey on Time-Varying Copulas: Specification, Simulations, and Application
Manner, Hans; Reznikova, Olga - In: Econometric reviews 31 (2012) 6, pp. 654-688
Persistent link: https://www.econbiz.de/10009842062
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A survey on time-varying copulas : specification, simulations, and application
Manner, Hans; Reznikova, Olga - In: Econometric reviews 31 (2012) 4/6, pp. 654-687
Persistent link: https://www.econbiz.de/10009539650
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The “wrong skewness” problem in stochastic frontier models : a new approach
Hafner, Christian; Manner, Hans; Simar, Léopold - In: Econometric reviews 37 (2018) 1/5, pp. 380-400
Persistent link: https://www.econbiz.de/10012039348