Integrated copula spectrum with applications to tests for time-reversibility and tail symmetry
Integrated copula spectrum with applications to tests for time-reversibility and tail symmetry
复制标题
集成的 copula 谱及其用于测试时间可逆性和尾部对称性的应用
DOI:
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发表时间:
2023
期刊:
影响因子:
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通讯作者:
M.
中科院分区:
文献类型:
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作者:
Y. Goto;Kley;T.;Hecke;R. V.;Volgushev;S;Dette;H.;Hallin;M.