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Search: subject:"Archimedean copula functions"
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Archimedean copula functions
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Liu, Xiaoquan
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European Journal of Operational Research
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Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions
Ye, Wuyi
;
Liu, Xiaoquan
;
Miao, Baiqi
- In:
European Journal of Operational Research
222
(
2012
)
1
,
pp. 96-103
index returns of two markets using the change point testing method. The method is based on
Archimedean
copula
functions
…
Persistent link: https://www.econbiz.de/10010597695
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