Do Stock Returns have an Archimedean Copula?

Savu Cornelia, Trede Mark

Cite as

Savu, C., & Trede, M. (2013). Do Stock Returns have an Archimedean Copula?. Journal of Applied Statistics, 40, 1764–1778.

Details

Publication type
Research article (journal)

Peer reviewed
Yes

Publication status
Published

Year
2013

Journal
Journal of Applied Statistics

Volume
40

Start page
1764

End page
1778

Language
English

ISSN
0266-4763