Likelihood inference for Archimedean copulas in high dimensions under known margins
Work
Year: 2012
Type: article
Source: Journal of Multivariate Analysis
Institutions ETH Zurich, Heriot-Watt University
Cites: 41
Cited by: 142
Related to: 10
FWCI: 13.44
Citation percentile (by year/subfield): 97.62
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze