Journal article
Modelling dependence using skew t copulas: Bayesian inference and applications
Michael S Smith, Quan Gan, Robert J Kohn
Journal of Applied Econometrics | WILEY | Published : 2012
DOI: 10.1002/jae.1215
Journal article
Michael S Smith, Quan Gan, Robert J Kohn
Journal of Applied Econometrics | WILEY | Published : 2012
DOI: 10.1002/jae.1215