A Nonparametric Bayesian Estimator of Copula Density with Applications to Financial Market
Qiaoyu Wang; Ximing Wu
- Published
- Publisher
- Informa UK Limited
- Journal / collection
- Journal of Business & Economic Statistics
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1080/07350015.2025.2463942
The original publisher provides the full text and its access options.
Cite this source
Qiaoyu Wang; Ximing Wu. A Nonparametric Bayesian Estimator of Copula Density with Applications to Financial Market. Journal of Business & Economic Statistics. 2025-04-03. https://doi.org/10.1080/07350015.2025.2463942