𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Wavelet Estimation of Copulas for Time Series

✍ Scribed by Morettin, Pedro A.; Toloi, Clelia M.C.; Chiann, Chang; de Miranda, José C.S.

Book ID
120427101
Publisher
Walter de Gruyter GmbH & Co. KG
Year
2011
Tongue
English
Weight
604 KB
Volume
3
Category
Article
ISSN
2194-6507

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Handbook of Financial Time Series Volume
Handbook of Financial Time Series Volume 1 || Copula–Based Models for Financial Time Series
✍ Mikosch, Thomas; Kreiß, Jens-Peter; Davis, Richard A.; Andersen, Torben Gustav 📂 Article 📅 2009 🏛 Springer Berlin Heidelberg 🌐 German ⚖ 478 KB

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.