Dynamic stochastic copula models: estimation, inference and applications

Christian Hafner and H. Manner
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H. Manner: Quantitative Economics

No 43, Research Memorandum from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)

Date: 2008-01-01
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Related works:
Journal Article: Dynamic stochastic copula models: estimation, inference and applications (2012)
Working Paper: Dynamic stochastic copula models: Estimation, inference and applications (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:unm:umamet:2008043

DOI: 10.26481/umamet.2008043

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