Dependence Calibration in Conditional Copulas: A Nonparametric Approach
Elif F. Acar, Radu V. Craiu, Fang YaoVolume:
67
Year:
2011
Language:
english
Pages:
9
DOI:
10.1111/j.1541-0420.2010.01472.x
File:
PDF, 367 KB
english, 2011