OpenAlex
On multivariate Gaussian copulas
Work
Year: 2009
Type: article
Source: Journal of Statistical Planning and Inference
Author Ivan Žežula
Institution University of Pavol Jozef Šafárik
Cites: 5
Cited by: 55
Related to: 10
FWCI: 1.056
Citation percentile (by year/subfield): 94.43
Topic: Financial Risk and Volatility Modeling
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed