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.