Open AccessHigh-Dimensional Copula-Based Distributions with Mixed Frequency Data
Author(s) -
Dong Hwan,
Andrew J. Patton
Publication year - 2015
Publication title -
finance and economics discussion series
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2015.050
Subject(s) - copula (linguistics) , uncorrelated , nonlinear system , mathematics , econometrics , statistics , tail dependence , frequency dependence , statistical physics , multivariate statistics , physics , quantum mechanics , nuclear magnetic resonance