"Copula-based dynamic models for multivariate time series."

Bouchra R. Nasri, Bruno N. Rémillard (2019)

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DOI: 10.1016/J.JMVA.2019.03.002

access: closed

type: Journal Article

metadata version: 2025-01-19

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Bouchra R. Nasri, Bruno N. Rémillard:
Copula-based dynamic models for multivariate time series. J. Multivar. Anal. 172: 107-121 (2019)

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