Results for Copulas

Publications & Outputs

1. Joint modelling of the body and tail of bivariate data

   André, L., Wadsworth, J. & O'Hagan, A., expected on 31/01/2024, In: Computational Statistics and Data Analysis. 189, p. 107841 1 p., 107841.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. Estimation of large dimensional time varying VARs using copulas

   Tsionas, M. G., Izzeldin, M. & Trapani, L., 31/01/2022, In: European Economic Review. 141, 34 p., 103952.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review