A new time-varying optimal copula model identifying the dependence across markets

By Bing-Yue Liu, Qiang Ji, Ying Fan. 2017

77 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/e8a31ebab6858a77b8943bcd2ed3878648c5d3b5