Archimedean copula estimation and model selection via -norm symmetric distribution
Year of publication: |
2010
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Authors: | Xie, Jie-hua ; Zou, Wei |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 46.2010, 2, p. 406-415
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