Modeling dependence dynamics through copulas with regime switching
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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More about this item
KeywordsAsymmetric dependence; Copulas; Markov switching; Bootstrap test;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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