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Modeling International Financial Returns with a Multivariate Regime-switching Copula

Bibliographic reference Chollete, Loran ; Heinen, Andreas ; Valdesogo, Alfonso. Modeling International Financial Returns with a Multivariate Regime-switching Copula.Conference on Multivariate Volatility Models (Faro(Portugal), Oct 26-27, 2007). In: Journal of Financial Econometrics, Vol. 7, no. 4, p. 437-480 (2009)
Permanent URL http://hdl.handle.net/2078.1/59093