Work

Copula-Based Dependence Characteriztions and Modeling for Time Series

Year: 2005

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.808024

Author: Rustam Ibragimov

Institution: Harvard University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1568679021

Cites: 76

Cited by: 19

Related to: 10