OpenAlex | A Generalization of the Archimedean Class of Bivariate Copulas

A Generalization of the Archimedean Class of Bivariate Copulas

Work

Year: 2006

Type: article

Source: Annals of the Institute of Statistical Mathematics

Authors Fabrizio Durante, José Juan Quesada-Molina, Carlo Sempi

Institutions Istituto Nazionale di Fisica Nucleare, Sezione di Lecce, Universidad de Granada

Cites: 32

Cited by: 25

Related to: 10

FWCI: 1.85

Citation percentile (by year/subfield): 91.38

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed