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"A copula-based model of speculative price dynamics in discrete time."

Umberto Cherubini, Sabrina Mulinacci, Silvia Romagnoli (2011)

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DOI: 10.1016/J.JMVA.2011.02.004

access: open

type: Journal Article

metadata version: 2021-02-17

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  - journals/ma/CherubiniMR11
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  - https://dblp.org/rec/journals/ma/CherubiniMR11
Umberto Cherubini, Sabrina Mulinacci, Silvia Romagnoli:
A copula-based model of speculative price dynamics in discrete time. J. Multivar. Anal. 102(6): 1047-1063 (2011)

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