A Markov Copula Model with Regime Switching and Its Application

Xue LIANG

应用数学学报(英文版) ›› 2016, Vol. 32 ›› Issue (1) : 163-174.

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PDF(155 KB)
应用数学学报(英文版) ›› 2016, Vol. 32 ›› Issue (1) : 163-174. DOI: 10.1007/s10255-016-0542-4
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A Markov Copula Model with Regime Switching and Its Application

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A Markov Copula Model with Regime Switching and Its Application

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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2016, 32(1): 163-174 https://doi.org/10.1007/s10255-016-0542-4
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2016, 32(1): 163-174 https://doi.org/10.1007/s10255-016-0542-4
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