Modelling volatile time series with v-transforms and copulas

McNeil, Alexander John orcid.org/0000-0002-6137-2890 (2021) Modelling volatile time series with v-transforms and copulas. Risks. 14. ISSN 2227-9091

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Authors/Creators:
Copyright, Publisher and Additional Information: © 2021 by the author.
Dates:
  • Accepted: 29 December 2020
  • Published: 5 January 2021
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > The York Management School
Depositing User: Pure (York)
Date Deposited: 13 Jan 2021 10:40
Last Modified: 06 Dec 2023 14:03
Published Version: https://doi.org/10.3390/risks9010014
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.3390/risks9010014

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Description: Modelling Volatile Time Series with V-Transforms and Copulas

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