Goodness-of-fit tests for parametric families of Archimedean copulas
| Year of publication: |
2008
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|---|---|
| Authors: | Savu, Cornelia ; Trede, Mark |
| Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 8.2008, 2, p. 109-116
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| Publisher: |
Taylor & Francis Journals |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005279139