A copula duration model with dependent states and spells
| Autor: | Lo, Simon M.S., Shi, Shuolin, Wilke, Ralf A. |
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| Zdroj: | In Computational Statistics and Data Analysis April 2025 204 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Lo, Simon M.S., Shi, Shuolin, Wilke, Ralf A. |
|---|---|
| Zdroj: | In Computational Statistics and Data Analysis April 2025 204 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect