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"Efficient estimation of a semiparametric dynamic copula model."

Christian M. Hafner, Olga Reznikova (2010)

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DOI: 10.1016/J.CSDA.2010.01.013

access: closed

type: Journal Article

metadata version: 2023-09-30

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Christian M. Hafner, Olga Reznikova:
Efficient estimation of a semiparametric dynamic copula model. Comput. Stat. Data Anal. 54(11): 2609-2627 (2010)

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