Goodness-of-fit tests for parametric families of Archimedean copulas
Keywords
distributions inference marginals
Cite as
Savu, C., & Trede, M. (2008). Goodness-of-fit tests for parametric families of Archimedean copulas. Quantitative Finance, 8(2), 109–116.Details
Publication type
Research article (journal)
Peer reviewed
Yes
Publication status
Published
Year
2008
Journal
Quantitative Finance
Volume
8
Issue
2
Start page
109
End page
116
Language
English
ISSN
1469-7688
DOI