A Markov Copula Model with Regime Switching and Its Application

Xue LIANG

Acta Mathematicae Applicatae Sinica(English Series) ›› 2016, Vol. 32 ›› Issue (1) : 163-174.

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Acta Mathematicae Applicatae Sinica(English Series) ›› 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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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2016, 32(1): 163-174 https://doi.org/10.1007/s10255-016-0542-4

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