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"Vine-copula GARCH model with dynamic conditional dependence."

Mike K. P. So, Cherry Y. T. Yeung (2014)

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DOI: 10.1016/J.CSDA.2013.08.008

access: closed

type: Journal Article

metadata version: 2020-02-18

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Mike K. P. So, Cherry Y. T. Yeung:
Vine-copula GARCH model with dynamic conditional dependence. Comput. Stat. Data Anal. 76: 655-671 (2014)

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