Please download the paper above for more information.
Hidden Markov structures for dynamic copulae
Speaker
Weining Wang
Date & Time
17 June 2014
Type
Seminar
Venue
The Institute for Fiscal Studies
7 Ridgmount Street,
Fitzrovia,
London,
WC1E 7AE
Fitzrovia,
London,
WC1E 7AE