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An Adaptive Kernel-Based Structural Change Test for Copulas.

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Bibliographic Details
Title: An Adaptive Kernel-Based Structural Change Test for Copulas.
Authors: Lu, Xiaohui1 (AUTHOR) luxiaohui@mail.shufe.edu.cn, Zhou, Yahong1,2 (AUTHOR)
Source: Journal of Business & Economic Statistics. Jul2025, Vol. 43 Issue 3, p696-709. 14p.
Database: Business Source Ultimate
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Description
ISSN:07350015
DOI:10.1080/07350015.2024.2422980