Department of Economics and Business Economics

You are here: » Leopoldo Catania » Research outputs » Switching generalized autoregressive score copula models ...

Leopoldo Catania

Switching generalized autoregressive score copula models with application to systemic risk

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

Documents

DOI

Original languageEnglish
JournalJournal of Applied Econometrics
Volume34
Issue1
Pages (from-to)43-65
ISSN0883-7252
DOIs
Publication statusPublished - 2019

See relations at Aarhus University Citationformats

Download statistics

No data available

ID: 127372289