Dependence Modeling > 2015 > 3 > 1
Source
Abstract
Identifiers
journal ISSN : | 2300-2298 |
DOI | 10.1515/demo-2015-0005 |
Authors
Keywords
Additional information
Publisher
Fields of science
Bibliography
-
[1] Aas, K., Czado, C., Frigessi, A., and Bakken, H. (2009). Pair-copula constructions of multiple dependence. Insurance Math. Econom., 44(2), 182–198.
-
[2] Akaike, H. (1974). A new look at the statistical model identification. IEEE Trans. Automatic Control, AC-19(6), 716–723.
-
[3] Andersen, T., Bollerslev, T., and Diebold, F. (2007). Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility. Rev. Econ. Stat., 89(4), 701–720. [Crossref]