Dynamic distributions and changing copulas
View / Open Files
Authors
Harvey, Andrew C.
Publication Date
2008-09Series
Cambridge Working Papers in Economics
Publisher
Faculty of Economics
Type
Working Paper
Metadata
Show full item recordCitation
Harvey, A. C. (2008). Dynamic distributions and changing copulas. https://doi.org/10.17863/CAM.5290
Keywords
Concordance, contagion, exponentially weighted moving average; quantiles; signal extraction, tail dependence
Statistics
Total file downloads (since January 2020). For more information on metrics see the
IRUS guide.
Recommended or similar items
The current recommendation prototype on the Apollo Repository will be turned off on 03 February 2023. Although the pilot has been fruitful for both parties, the service provider IKVA is focusing on horizon scanning products and so the recommender service can no longer be supported. We recognise the importance of recommender services in supporting research discovery and are evaluating offerings from other service providers. If you would like to offer feedback on this decision please contact us on: support@repository.cam.ac.uk