Work

Goodness-of-fit Procedures for Copula Models Based on the Integral Probability Transformation

Year: 2003

Type: article

Source: Les Cahiers du GERAD

Authors: Bruno Rémillard, Christian Genest, Jean‐François Quessy

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W187794908

FWCI: 3.302

Cites: 24

Cited by: 42

Related to: 10