"Statistical Modeling of Temporal Dependence in Financial Data via a Copula ..."

Filippo Domma, Sabrina Giordano, Pier Francesco Perri (2009)

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DOI: 10.1080/03610910802645321

access: closed

type: Journal Article

metadata version: 2020-05-10

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Filippo Domma, Sabrina Giordano, Pier Francesco Perri:
Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function. Commun. Stat. Simul. Comput. 38(4): 703-728 (2009)

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