Time-Varying Dependence Modelling

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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 APA Style APA-ALL Style AAA 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). Time-Varying Dependence Modelling. In Econometrie.http://hdl.handle.net/2105/53564

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