𝔖 Bobbio Scriptorium
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Petroleum exploration models—Estimation and applications

✍ Scribed by Łucki, Zbigniew ;Szkutnik, Zbigniew

Publisher
Springer
Year
1989
Tongue
English
Weight
800 KB
Volume
21
Category
Article
ISSN
0020-5958

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## SUMMARY We propose a new dynamic copula model in which the parameter characterizing dependence follows an autoregressive process. As this model class includes the Gaussian copula with stochastic correlation process, it can be viewed as a generalization of multivariate stochastic volatility model