scholarly journals Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification

2006 ◽  
Vol 135 (1-2) ◽  
pp. 125-154 ◽  
Author(s):  
Xiaohong Chen ◽  
Yanqin Fan
2011 ◽  
Vol 102 (7) ◽  
pp. 1152-1165 ◽  
Author(s):  
G. Freeman ◽  
J.Q. Smith
Keyword(s):  

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