@article{EP_2017_56_a2, author = {St\'ephane Cr\'epey and Shiqi Song}, title = {Invariance {Properties} in the {Dynamic} {Gaussian} {Copula} {Model}}, journal = {ESAIM. Proceedings}, pages = {22--41}, publisher = {mathdoc}, volume = {56}, year = {2017}, doi = {10.1051/proc/201756022}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201756022/} }