Efficient estimation of a semiparametric dynamic copula model

Christian Hafner and Olga Reznikova

No 2010033, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2010-01-01
Note: In : Computational Statistics and Data Analysis, vol. 54, no. 11, p. 2609-2627 (2010)
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Journal Article: Efficient estimation of a semiparametric dynamic copula model (2010)
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