Federico Cortese

Federico Cortese

he/him

Research Fellow in Statistics at the University of Milan.

A Regime Switching Student-t Copula Model for the Analysis of Cryptocurrencies Data

Published in Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2022

Recommended citation: Cortese, Federico P.; Bartolucci, Francesco; Pennoni, Fulvia (2022). "A Regime Switching Student-t Copula Model for the Analysis of Cryptocurrencies Data."
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