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Autor:
Ware, Antony, Asadzadeh, Ilnaz
In this paper we present an application of the use of autocopulas for modelling financial time series showing serial dependencies that are not necessarily linear. The approach presented here is semi-parametric in that it is characterized by a non-par
Externí odkaz:
http://arxiv.org/abs/1507.04767
Autor:
Ware, Antony, Asadzadeh, Ilnaz
Publikováno v:
Mathematical & Computational Approaches in Advancing Modern Science & Engineering; 2016, p573-583, 11p
