User menu

Efficient estimation of a semiparametric dynamic copula model

Bibliographic reference Hafner, Christian ; Reznikova, Olga. Efficient estimation of a semiparametric dynamic copula model. In: Computational Statistics & Data Analysis, Vol. 54, no. 11, p. 2609-2627 (2010)
Permanent URL http://hdl.handle.net/2078.1/34406