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dc.contributor.authorHarvey, Andrew C.en_GB
dc.date.accessioned2011-01-07T11:30:44Z
dc.date.available2011-01-07T11:30:44Z
dc.date.issued2008-09en_GB
dc.identifier.otherCWPE0839
dc.identifier.urihttp://www.dspace.cam.ac.uk/handle/1810/229383
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/229383
dc.publisherFaculty of Economics
dc.relation.ispartofseriesCambridge Working Papers in Economics
dc.rightsAll Rights Reserveden
dc.rights.urihttps://www.rioxx.net/licenses/all-rights-reserved/en
dc.subjectConcordanceen_GB
dc.subjectcontagionen_GB
dc.subjectexponentially weighted moving average; quantiles; signal extractionen_GB
dc.subjecttail dependenceen_GB
dc.titleDynamic distributions and changing copulasen_GB
dc.typeWorking Paperen_GB
dc.identifier.doi10.17863/CAM.5290


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