Smooth Tests of Copula Specifications

Journal of Business and Economic Statistics 2015 / 01 Vol. 33; Iss. 1

Smooth Tests of Copula Specifications

Lin, Juan, Wu, Ximing
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Volume:
33
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2014.932696
Date:
January, 2015
File:
PDF, 863 KB
english, 2015
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