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Modelling dependence using skew t copulas : Bayesian inference and applications
Smith, Michael S.; Quan Gan; Kohn, Robert J. - In: Journal of applied econometrics 27 (2012) 3, pp. 500-522
Persistent link: https://www.econbiz.de/10009618600
Cover Image
Modelling dependence using skew t copulas: Bayesian inference and applications
Smith, Michael S.; Gan, Quan; Kohn, Robert J. - In: Journal of applied econometrics 27 (2012) 3, pp. 500-523
Persistent link: https://www.econbiz.de/10009838968