Journal article
Time series copulas for heteroskedastic data
Ruben Loaiza-Maya, Michael S Smith, Worapree Maneesoonthorn
Journal of Applied Econometrics | WILEY | Published : 2018
DOI: 10.1002/jae.2610
Grants
Awarded by Australian Research Council Future Fellowship
Funding Acknowledgements
Australian Research Council Future Fellowship, Grant/Award Number: FT110100729