STUDY THE LONG MEMORY EFFECTS IN TAIL DEPENDENCE BASED ON COPULA MODELS

GONG Yuting,ZHENG Xu

Journal of System Science and Mathematical Science Chinese Series ›› 2016, Vol. 36 ›› Issue (6) : 783-799.

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中国科学院数学与系统科学研究院期刊网
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Journal of System Science and Mathematical Science Chinese Series ›› 2016, Vol. 36 ›› Issue (6) : 783-799. DOI: 10.12341/jssms12807

STUDY THE LONG MEMORY EFFECTS IN TAIL DEPENDENCE BASED ON COPULA MODELS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2016, 36(6): 783-799 https://doi.org/10.12341/jssms12807

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