TIME-VARYING MIXTURE COPULA MODELS WITH COPULA SELECTION

Yang, BD; Cai, ZW; Hafner, C; Liu, GN

Liu, GN (通讯作者)，Xiamen Univ, Sch Econ, Xiamen, Peoples R China.;Liu, GN (通讯作者)，Xiamen Univ, WISE, Xiamen, Peoples R China.

STATISTICA SINICA, 2022; 32 (2): 1049

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