Diffusion copulas: Identification and estimation (2021)
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