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Displaying 2 results.
    • Journal article
    Efficient estimation of a semiparametric dynamic copula model
    Hafner, Christian[UCL] Reznikova, Olga[UCL] (2010) Computational Statistics & Data Analysis — Vol. 54, no. 11, p. 2609-2627 (2010)
    • Journal article
    On the estimation of dynamic conditional correlation models
    Hafner, Christian[UCL] Reznikova, Olga[UCL] (2012) Computational Statistics & Data Analysis — Vol. 56, no. 11, p. 3533-3545 (2012)