Comparing point and interval estimates in the bivariate t-copula model with application to financial data
| Year of publication: |
2011
|
|---|---|
| Authors: | Dakovic, Rada ; Czado, Claudia |
| Published in: |
Statistical Papers. - Springer. - Vol. 52.2011, 3, p. 709-731
|
| Publisher: |
Springer |
| Subject: | Fisher information | Bivariate t-copula | Hessian | Maximum likelihood | Semiparametric estimation | Efficiency |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009324987