AcademicsPublications

TIME-VARYING MIXTURE COPULA MODELS WITH COPULA SELECTION

Yang, Bingduo, Cai, Zongwu, Hafner, Christian, Liu, Guannan

STATISTICA SINICA 2022,32(2):1049-1077

4095 20220401 (published) Views:13

JEL-Codes: 1017-0405

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