Switching generalized autoregressive score copula models with application to systemic risk
- 期刊名称Journal of Applied Econometrics
- 作者Bernardi, Mauro; Catania, Leopoldo
- 印刷ISSN0883-7252
- 文件大小4200.90KB
- 发表时间2018-08-29
- DOI10.1002/jae.2650
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