Copulas and temporal dependence

Econometrica

Volumn 78, Issue 1, 2010, Pages 395-410

  Beare, Brendan K ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Canonical correlation; Copula; Markov chain; Maximal correlation; Mean square contingency; Mixing; Tail dependence

Indexed keywords

EID: 76549096295     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.3982/ECTA8152     Document Type: Note

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