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Modeling dependence dynamics through copulas with regime switching

Section: Articles
Title: Modeling dependence dynamics through copulas with regime switching / Osvaldo Candido da Silva Filho, Flavio Augusto Ziegelmann, Michael J. DuekerAuthor: Silva Filho, Osvaldo Candido da
Related records: En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 01/05/2012 Tomo 50 Número 3 - 2012 Otros autores: Ziegelmann, Flavio Augusto
Dueker, Michael J.
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