Modeling International Financial Returns with a Multivariate Regime-switching Copula

L. Chollete; A. Heinen; A. Valdesogo

doi:10.1093/jjfinec/nbp014

Journal Articles Journal of Financial Econometrics Year : 2009

Modeling International Financial Returns with a Multivariate Regime-switching Copula

, (1) , (2)

1
2

L. Chollete

Function : Author

A. Heinen

Function : Author

Théorie économique, modélisation et applications

A. Valdesogo

Function : Author

Universidad de las Islas Baleares

Domains

Humanities and Social Sciences

Andreas Heinen : Connect in order to contact the contributor

https://hal-cyu.archives-ouvertes.fr/hal-03677684

Submitted on : Tuesday, May 24, 2022-7:04:46 PM

Last modification on : Friday, March 24, 2023-2:53:27 PM

Dates and versions

hal-03677684 , version 1 (24-05-2022)

Identifiers

HAL Id : hal-03677684 , version 1
DOI : 10.1093/jjfinec/nbp014

Cite

L. Chollete, A. Heinen, A. Valdesogo. Modeling International Financial Returns with a Multivariate Regime-switching Copula. Journal of Financial Econometrics, 2009, 7 (4), pp.437-480. ⟨10.1093/jjfinec/nbp014⟩. ⟨hal-03677684⟩

Export

BibTeX TEI Dublin Core DC Terms EndNote Datacite

Collections

CNRS UNIV-CERGY THEMA-UMR8184 CY-TECH-SM

8 View

0 Download

Modeling International Financial Returns with a Multivariate Regime-switching Copula

Domains

Dates and versions

Identifiers

Cite

Export

Collections

Altmetric

Share