Goodness-of-fit tests for multivariate copula-based time series models

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Bibliographic Details
Main Authors:	Berghaus, Betina (Author) , Bücher, Axel (Author)
Format:	Article (Journal)
Language:	English
Published:	April 2017
In:	Econometric theory Year: 2017, Volume: 33, Issue: 2, Pages: 292-330
ISSN:	0266-4666
Subjects:	Aufsatz in Zeitschrift
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Author Notes:	Betina Berghaus and Axel Bücher

Goodness-of-fit tests for multivariate copula-based time series models by Berghaus, Betina (Author) , Bücher, Axel (Author) ,

in: Econometric theory, 33 (2017), 2, Seite 292-330

Article (Journal) Online Resource