Goodness-of-fit tests for parametric families of Archimedean copulas
Savu Cornelia, Trede Mark
Keywords
distributions inference marginals
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