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

Metadata

Item Type: Article
Authors/Creators:
Copyright, Publisher and Additional Information:

© 2021 by the author.
Dates:
  • Published: 5 January 2021
  • Accepted: 29 December 2020
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: 16 Oct 2024 17:15
Published Version: https://doi.org/10.3390/risks9010014
Status: Published
Refereed: Yes
Identification Number: 10.3390/risks9010014
Open Archives Initiative ID (OAI ID):

Download

Published Version

Filename: risks_09_00014.pdf

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

Licence: CC-BY 2.5

CLICK TO DOWNLOAD [thumbnail of Modelling Volatile Time Series with V-Transforms and Copulas]

Export

Statistics


CORE (COnnecting REpositories)