Efficient estimation of copula-GARCH models
Work
Year: 2008
Type: article
Authors Yan Liu, Richard Luger
Institution Emory University
Cites: 24
Cited by: 46
Related to: 10
FWCI: 4.295
Citation percentile (by year/subfield): 94.37
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed