Modeling international financial returns with a multivariate regime switching copula
Autor: | Chollete, Lorán, Heinen, Andreas, Valdesogo, Alfonso |
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Databáze: | NORA (Norwegian Open Research Archive) |
Externí odkaz: |
Autor: | Chollete, Lorán, Heinen, Andreas, Valdesogo, Alfonso |
---|---|
Databáze: | NORA (Norwegian Open Research Archive) |
Externí odkaz: |