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Results for Copulas
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Joint modelling of the body and tail of bivariate data
André, L.
,
Wadsworth, J.
& O'Hagan, A.,
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
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