Type of Publication: Article in Journal

Time-Varying Copula Models for Financial Time Series

Author(s):

Kiesel, R.; Mroz, M.; Stadtmüller, U.

Title of Journal:

Probability, Analysis and Number Theory

Volume (Publication Date):

48 (2016)

pages:

159-180

Digital Object Identifier (DOI):

doi:10.13140/RG.2.1.4894.5368

Citation:

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