Open AccessDynamic Factor Copula Models with Estimated Cluster Assignments
Author(s) -
Dong Hwan Oh,
Andrew J. Patton
Publication year - 2021
Publication title -
finance and economics discussion series
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2021.029
Subject(s) - copula (linguistics) , cluster analysis , computer science , econometrics , series (stratigraphy) , capitalization , factor analysis , mathematics , artificial intelligence , paleontology , linguistics , philosophy , biology