Copula-Based Dependence Characterizations and Modeling for Time Series
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- Brendan K. Beare, 2010.
"Copulas and Temporal Dependence,"
Econometric Society, vol. 78(1), pages 395-410, January.
- Beare, Brendan, 2008. "Copulas and Temporal Dependence," University of California at San Diego, Economics Working Paper Series qt2880q2jq, Department of Economics, UC San Diego.
- Beare, Brendan K., 2009. "Copulas and Temporal Dependence," University of California at San Diego, Economics Working Paper Series qt87p829d4, Department of Economics, UC San Diego.
- Molanes, Elisa M. & Romera, Rosario, 2008. "Copulas in finance and insurance," DES - Working Papers. Statistics and Econometrics. WS ws086321, Universidad Carlos III de Madrid. Departamento de Estadística.
- Margaret Meyer & Bruno Strulovici, 2013.
"The Supermodular Stochastic Ordering,"
Economics Series Working Papers
655, University of Oxford, Department of Economics.
- Meyer, Margaret A & Strulovici, Bruno, 2013. "The Supermodular Stochastic Ordering," CEPR Discussion Papers 9486, C.E.P.R. Discussion Papers.
- Margaret Meyer & Bruno Strulovici, 2013. "The Supermodular Stochastic Ordering," Discussion Papers 1563, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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