Publications

Type of Publication: Article in Journal

Time-Varying Copula Models for Financial Time Series

Author(s):
R.Kiesel, M. Mroz, and U. Stadtmu ̈ller
Title of Journal:
Probability, Analysis and Number Theory
Volume (Publication Date):
48 (2016)
pages:
159-180
Link to complete version:
http://www.researchgate.net/publication/283044769_Time-Varying_Copula_Models_for_Financial_Time_Series
Citation:
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