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"Directional dependence via Gaussian copula beta regression model with ..."

Jong-Min Kim, S. Y. Hwang (2017)

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DOI: 10.1080/03610918.2016.1248572

access: closed

type: Journal Article

metadata version: 2022-11-11

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Jong-Min Kim, S. Y. Hwang:
Directional dependence via Gaussian copula beta regression model with asymmetric GARCH marginals. Commun. Stat. Simul. Comput. 46(10): 7639-7653 (2017)

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