Goodness-of-fit tests for multivariate copula-based time series models
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| Main Authors: | , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
April 2017
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| In: |
Econometric theory
Year: 2017, Volume: 33, Issue: 2, Pages: 292-330 |
| ISSN: | 0266-4666 |
| Subjects: | |
| Online Access: |
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| Author Notes: | Betina Berghaus and Axel Bücher |
| ISSN: | 0266-4666 |
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