Work

High Dimensional Dynamic Stochastic Copula Models

Year: 2014

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2470724

Authors: Drew Creal, Ruey S. Tsay

Institution: University of Chicago

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1990721708

Cites: 47

Cited by: 66

Related to: 10