Modelling volatile time series with v-transforms and copulas

Research output: Contribution to journalArticlepeer-review

Standard

Modelling volatile time series with v-transforms and copulas. / McNeil, Alexander John.

In: Risks, Vol. 9, No. 1, 14, 05.01.2021.

Research output: Contribution to journalArticlepeer-review

Harvard

McNeil, AJ 2021, 'Modelling volatile time series with v-transforms and copulas', Risks, vol. 9, no. 1, 14. https://doi.org/10.3390/risks9010014

APA

McNeil, A. J. (2021). Modelling volatile time series with v-transforms and copulas. Risks, 9(1), [14]. https://doi.org/10.3390/risks9010014

Vancouver

McNeil AJ. Modelling volatile time series with v-transforms and copulas. Risks. 2021 Jan 5;9(1). 14. https://doi.org/10.3390/risks9010014

Author

McNeil, Alexander John. / Modelling volatile time series with v-transforms and copulas. In: Risks. 2021 ; Vol. 9, No. 1.

Bibtex - Download

@article{a4ad96e7203a4cbe935035cdfdcc6709,
title = "Modelling volatile time series with v-transforms and copulas",
author = "McNeil, {Alexander John}",
note = "{\textcopyright} 2021 by the author.",
year = "2021",
month = jan,
day = "5",
doi = "10.3390/risks9010014",
language = "English",
volume = "9",
journal = "Risks",
issn = "2227-9091",
publisher = "Multidisciplinary Digital Publishing Institute (MDPI)",
number = "1",

}

RIS (suitable for import to EndNote) - Download

TY - JOUR

T1 - Modelling volatile time series with v-transforms and copulas

AU - McNeil, Alexander John

N1 - © 2021 by the author.

PY - 2021/1/5

Y1 - 2021/1/5

U2 - 10.3390/risks9010014

DO - 10.3390/risks9010014

M3 - Article

VL - 9

JO - Risks

JF - Risks

SN - 2227-9091

IS - 1

M1 - 14

ER -