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- W2967502806 abstract "We propose an estimation method under a copula-based Markov model for serially correlated data. Motivated by the fat-tailed distribution of financial assets, we select a normal mixture distribution..." @default.
- W2967502806 created "2019-08-22" @default.
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- W2967502806 date "2019-08-14" @default.
- W2967502806 modified "2023-10-16" @default.
- W2967502806 title "Estimation under copula-based Markov normal mixture models for serially correlated data" @default.
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- W2967502806 doi "https://doi.org/10.1080/03610918.2019.1652318" @default.
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