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

University of Melbourne Researchers

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Keywords

Business & Economics
Distributions
Electricity Prices
Intraday
Multivariate
Social Sciences, Mathematical Methods
Social Sciences
Economics
Selection
Mathematical Methods in Social Sciences