inference and applications
| Title: | inference and applications |
|---|---|
| Authors: | Christian M. Hafner; Hans Manner; Jel Code C |
| Contributors: | The Pennsylvania State University CiteSeerX Archives |
| Source: | http://edocs.ub.unimaas.nl/loader/file.asp?id=1357. |
| Publication Year: | 2008 |
| Collection: | CiteSeerX |
| Subject Terms: | Copula; stochastic volatility; stochastic dependence; efficient im- portance sampling |
| Description: | Dynamic stochastic copula models: Estimation, inference and applications |
| Document Type: | text |
| Language: | English |
| Relation: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.572.8140; http://edocs.ub.unimaas.nl/loader/file.asp?id=1357 |
| Availability: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.572.8140; http://edocs.ub.unimaas.nl/loader/file.asp?id=1357 |
| Rights: | Metadata may be used without restrictions as long as the oai identifier remains attached to it. |
| Accession Number: | edsbas.CFD1FEDB |
| Database: | BASE |