Investigating Temporal Dependence in Financial Data via Mixture Copulas

Guannan Liu and Shuang Yao

No 2020-06-29, Working Papers from Wang Yanan Institute for Studies in Economics (WISE), Xiamen University

Date: 2020-06-29
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
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:wyi:wpaper:002572

Access Statistics for this paper

More papers in Working Papers from Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
Bibliographic data for series maintained by WISE Technical Team ().