What is it about?

Paper introduces a bivariate distribution with nonidentical marginals useful for modelling financial variables.

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Why is it important?

It helps in understanding the practical situations in analyzing the co-movement of price sequences.


It is an innovative idea.

Balakrishna Narayana
Cochin University of Science and Technology

Read the Original

This page is a summary of: Copula-based Bivariate Cointegration Model, Calcutta Statistical Association Bulletin, April 2019, SAGE Publications,
DOI: 10.1177/0008068319838146.
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