Time-Varying Dependence Modelling

Additional Metadata
Keywords	Copulas; time-varying dependency; value-at-risk.
Thesis Advisor	Os, B. van
Persistent URL	hdl.handle.net/2105/53564
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Went, P.F. (2020, November 13). Time-Varying Dependence Modelling. Econometrie. Retrieved from http://hdl.handle.net/2105/53564

Publication