Silvia Costa Lopes

University of São Paulo (USP) - Institute of Mathematics and Statistics (IME)

Sao Paulo

Brazil

SCHOLARLY PAPERS

1

DOWNLOADS

174

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Dynamic Copulas and Long Range Dependence

Frontiers in Finance and Economics, Vol. 8, No. 2, pp. 89-111, 2011
Number of pages: 23 Posted: 29 Feb 2012
Beatriz V.M. Mendes and Silvia Costa Lopes
Instituto Nacional de Matemática Pura e Aplicada (IMPA) and University of São Paulo (USP) - Institute of Mathematics and Statistics (IME)
Downloads 174 (318,434)

Abstract:

Loading...

Long Memory, Conditional Copulas, Time Series, Financial