Work

Nonparametric Testing of Conditional Independence by Means of the Partial Copula

Year: 2010

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1702981

Author: Wicher Bergsma

Institution: London School of Economics and Political Science

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1514925012

Cites: 30

Cited by: 39

Related to: 10