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Diffusion copulas: Identification and estimation (2021)

First Author: Bu R

Attributed to: Modelling Interest Rate Dynamics: A Flexible and Efficient Nonparametric Likelihood Approach funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2020.06.004

Publication URI: http://dx.doi.org/10.1016/j.jeconom.2020.06.004

Type: Journal Article/Review

Parent Publication: Journal of Econometrics

Issue: 2