Goodness-of-fit tests for parametric families of...

Goodness-of-fit tests for parametric families of Archimedean copulas

Savu, Cornelia, Trede, Mark
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Volume:
8
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680701207639
Date:
March, 2008
File:
PDF, 165 KB
english, 2008
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