Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings

Anne Opschoor (Creator)
André Lucas (Creator)
István Barra (Creator)
Dick Van Dijk (Contributor)

Dataset / Software

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2021
Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings
Opschoor, A., Lucas, A., Barra, I. & van Dijk, D., 2021, In: Journal of Business and Economic Statistics. 39, 4, p. 1066-1079 14 p.
Research output: Contribution to Journal › Article › Academic › peer-review

Open Access