Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Englisch)
- Neue Suche nach: Chen, Xiaohong
- Neue Suche nach: Fan, Yanqin
- Neue Suche nach: Chen, Xiaohong
- Neue Suche nach: Fan, Yanqin
In:
Journal of Econometrics
;
135
, 1-2
;
125-154
;
2005
-
ISSN:
- Aufsatz (Zeitschrift) / Elektronische Ressource
-
Titel:Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
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Beteiligte:Chen, Xiaohong ( Autor:in ) / Fan, Yanqin ( Autor:in )
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Erschienen in:Journal of Econometrics ; 135, 1-2 ; 125-154
-
Verlag:
- Neue Suche nach: Elsevier B.V.
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Erscheinungsdatum:01.01.2005
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Format / Umfang:30 pages
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ISSN:
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DOI:
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Medientyp:Aufsatz (Zeitschrift)
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Format:Elektronische Ressource
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Sprache:Englisch
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Schlagwörter:
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Datenquelle:
Inhaltsverzeichnis – Band 135, Ausgabe 1-2
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