Work

On the strong approximation of bootstrapped empirical copula processes with applications

Year: 2012

Type: article

Source: Mathematical Methods of Statistics

DOI: 10.3103/s1066530712030015

Author: S. Bouzebda

Institutions: Université de Technologie de Compiègne, Laboratoire de Statistique Théorique et Appliquée, Laboratoire de mathématiques appliquées de Compiègne, Université Pierre-et-Marie-Curie

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2006845600

FWCI: 4.786

Cites: 103

Cited by: 54

Related to: 10