Copula based models for serial dependence

International Journal of Managerial Finance

Volumn 7, Issue 1, 2011, Pages 69-82

  de Melo Mendes, Beatriz Vaz ^a   Aíube, Cecília ^a  

^a FEDERAL UNIVERSITY OF RIO DE JANEIRO   (Brazil)

Author keywords

Financial analysis Paper type; Multivariate analysis; Time series analysis; United States of America

Indexed keywords

EID: 79953111181     PISSN: 17439132     EISSN: None     Source Type: Journal    
DOI: 10.1108/17439131111109008     Document Type: Article

References (29)

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