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Copula-based semiparametric models for multivariate time series

✍ Scribed by Bruno Rémillard; Nicolas Papageorgiou; Frédéric Soustra

Book ID
113726766
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
343 KB
Volume
110
Category
Article
ISSN
0047-259X

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Handbook of Financial Time Series Volume
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The Handbook Of Financial Time Series Gives An Up-to-date Overview Of The Field And Covers All Relevant Topics Both From A Statistical And An Econometrical Point Of View. There Are Many Fine Contributions, And A Preamble By Nobel Prize Winner Robert F. Engle.