A nonlinear time-varying copula using kink approach

A nonlinear time-varying copula using kink approach

© Published under licence by IOP Publishing Ltd. The structural change in copula parameter is motivates us to propose a flexible non-linear time varying copula that allows for capturing the structural change in the time varying dependence between variables. In this study, two families of Elliptical...

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書目詳細資料
Main Authors:	Rungrapee Phadkantha, Woraphon Yamaka, Songsak Sriboonchitta
格式:	Conference Proceeding
出版:	2018
主題:	Physics and Astronomy
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85051400824&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/59123
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

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