Dynamic stochastic copula models: estimation, inference and applications

Christian Hafner and H. Manner
Additional contact information
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
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://cris.maastrichtuniversity.nl/ws/files/1560 ... f3d8ed7-ASSET1.0.pdf (application/pdf)

Related works:
Journal Article: Dynamic stochastic copula models: estimation, inference and applications (2012)
Working Paper: Dynamic stochastic copula models: Estimation, inference and applications (2012)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:unm:umamet:2008043

DOI: 10.26481/umamet.2008043

Access Statistics for this paper

More papers in Research Memorandum from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Contact information at EDIRC.
Bibliographic data for series maintained by Andrea Willems () and Leonne Portz ().