Dynamic distributions and changing copulas
| dc.contributor.author | Harvey, Andrew C. | en_GB |
| dc.date.accessioned | 2011-01-07T11:30:44Z | |
| dc.date.available | 2011-01-07T11:30:44Z | |
| dc.date.issued | 2008-09 | en_GB |
| dc.identifier.other | CWPE0839 | |
| dc.identifier.uri | http://www.dspace.cam.ac.uk/handle/1810/229383 | |
| dc.identifier.uri | https://www.repository.cam.ac.uk/handle/1810/229383 | |
| dc.publisher | Faculty of Economics | |
| dc.relation.ispartofseries | Cambridge Working Papers in Economics | |
| dc.rights | All Rights Reserved | en |
| dc.rights.uri | https://www.rioxx.net/licenses/all-rights-reserved/ | en |
| dc.subject | Concordance | en_GB |
| dc.subject | contagion | en_GB |
| dc.subject | exponentially weighted moving average; quantiles; signal extraction | en_GB |
| dc.subject | tail dependence | en_GB |
| dc.title | Dynamic distributions and changing copulas | en_GB |
| dc.type | Working Paper | en_GB |
| dc.identifier.doi | 10.17863/CAM.5290 |
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Cambridge Working Papers in Economics (CWPE)
A new series of papers from the Faculty of Economics and the Department of Applied Economics, which supersedes the DAE Working Paper series