"A copula duration model with dependent states and spells."

Simon M. S. Lo, Shuolin Shi, Ralf Andreas Wilke (2025)

> Home

Details and statistics

DOI: 10.1016/J.CSDA.2024.108104

access: closed

type: Journal Article

metadata version: 2025-02-17

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/csda/LoSW25
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/csda/LoSW25
Simon M. S. Lo, Shuolin Shi, Ralf Andreas Wilke:
A copula duration model with dependent states and spells. Comput. Stat. Data Anal. 204: 108104 (2025)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.