Copula Estimation for Nonsynchronous Financial Data.

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Bibliographic Details
Title: Copula Estimation for Nonsynchronous Financial Data.
Authors: Chakrabarti, Arnab1 (AUTHOR) arnab_c@zohomail.in, Sen, Rituparna2 (AUTHOR)
Source: Sankhya B. May2023 Suppl 1, Vol. 85, p116-149. 34p.
Database: Mathematics Source
Description
ISSN:09768386
DOI:10.1007/s13571-022-00276-3