Local Gaussian copula inference with structural breaks: testing dependence predictability

Fuente: arXiv

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Bibliographic Details
Main Authors:	Mayer, Alexander, Oka, Tatsushi, Wied, Dominik
Format:	Preprint
Published:	2026
Subjects:	Econometrics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.01721