How to improve the fit of Archimedean copulas by means of transforms
Work
Year: 2010
Type: article
Source: Statistical Papers
Authors F.C.M.A. Michiels, Ann De Schepper
Institution University of Antwerp
Cites: 11
Cited by: 18
Related to: 10
FWCI: 0.545
Citation percentile (by year/subfield): 88.09
Subfield: Finance
Domain: Social Sciences
Open Access status: closed