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

GONG Yuting,ZHENG Xu

Journal of Systems Science and Mathematical Sciences ›› 2016, Vol. 36 ›› Issue (6) : 783-799.

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Journal of Systems Science and Mathematical Sciences ›› 2016, Vol. 36 ›› Issue (6) : 783-799. DOI: 10.12341/jssms12807

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

  • GONG Yuting1 ,ZHENG Xu2
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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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