A review of copula models for economic time series

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Patton, AJ

Published Date

  • September 2012

Published In

Volume / Issue

  • 110 /

Start / End Page

  • 4 - 18

Published By

International Standard Serial Number (ISSN)

  • 0047-259X

Digital Object Identifier (DOI)

  • 10.1016/j.jmva.2012.02.021

Language

  • en