Modeling International Financial Returns with a Multivariate Regime-switching Copula - CY Cergy Paris Université
Journal Articles Journal of Financial Econometrics Year : 2009

Modeling International Financial Returns with a Multivariate Regime-switching Copula

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Humanities and Social Sciences

Andreas Heinen  : Connect in order to contact the contributor

https://cyu.hal.science/hal-03677684

Submitted on : Tuesday, May 24, 2022-7:04:46 PM

Last modification on : Friday, March 29, 2024-10:22:06 AM

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hal-03677684 , version 1 (24-05-2022)

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L. Chollete, A. Heinen, A. Valdesogo. Modeling International Financial Returns with a Multivariate Regime-switching Copula. Journal of Financial Econometrics, 2009, 7 (4), pp.437-480. ⟨10.1093/jjfinec/nbp014⟩. ⟨hal-03677684⟩

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