%0 Journal Article
%A Stéphane Crépey
%A Shiqi Song
%T Invariance Properties in the Dynamic Gaussian Copula Model
%J ESAIM. Proceedings
%D 2017
%P 22-41
%V 56
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.1051/proc/201756022/
%R 10.1051/proc/201756022
%G en
%F EP_2017_56_a2