Small sample properties of copula-GARCH modelling: a Monte Carlo study
- 作者Bianchi, Carluccio; De Giuli, Maria Elena; Fantazzini, Dean; Maggi, Mario
- 卷第21卷
- 期第21期
- 印刷ISSN0960-3107
- 电子ISSN1466-4305
- 文件大小542.59KB
- 发表时间2011
- DOI10.1080/09603107.2011.587770
- 页码1587-1597