Time-Varying Mixture Copula Models with Copula Selection

Bingduo Yang, Zongwu Cai, Christian Hafner and Guannan Liu

No 2019-07-05, Working Papers from Wang Yanan Institute for Studies in Economics (WISE), Xiamen University

Date: 2019-07-05
Note: Submitted to JRSSB
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Working Paper: Time-Varying Mixture Copula Models with Copula Selection (2022)
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