Department of Economics and Business Economics

Switching generalized autoregressive score copula models with application to systemic risk

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

DOI

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

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ID: 127372289