2009-10-22
Asymmetric dependence between multiple asset returns
Publication
Publication
An EM algorithm for the skewed t copula
Additional Metadata | |
---|---|
Hogerheide, L.F. | |
hdl.handle.net/2105/6169 | |
Econometrie | |
Organisation | Erasmus School of Economics |
Brand, D. van den. (2009, October 22). Asymmetric dependence between multiple asset returns. Econometrie. Retrieved from http://hdl.handle.net/2105/6169
|