Exponential series estimation of empirical copulas with application to financial returns
Chinman Chui and Ximing Wu
| Year of publication: |
2010
|
|---|---|
| Authors: | Chui, Chinman ; Wu, Ximing |
| Published in: |
Nonparametric econometric methods. - Bingley [u.a.] : Emerald, ISBN 978-1-84950-623-6. - 2010, p. 263-290
|
| Subject: | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010216413