Copula-based dynamic models for multivariate time series

Title
Copula-based dynamic models for multivariate time series
Authors
Keywords
Copulas, Dynamic models, Generalized error models, Goodness-of-fit, Time series
Journal
JOURNAL OF MULTIVARIATE ANALYSIS
Volume -, Issue -, Pages -
Publisher
Elsevier BV
Online
2019-03-09
DOI
10.1016/j.jmva.2019.03.002

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