@misc
{TN_libero_mab2,
author = {
McNeil, Alexander J.
},
title = {
Modelling volatile time series with v-transforms and copulas
},
publisher = {},
isbn = {2227-9091},
keywords = {
ARMA model
,
copula
,
probability-integral transform
,
time series
,
volatility
,
Aufsatz in Zeitschrift
},
year = {2021},
address = {
},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}