Work

Estimation procedures for exchangeable Marshall copulas with hydrological application

Year: 2014

Type: article

Source: Stochastic Environmental Research and Risk Assessment

DOI: 10.1007/s00477-014-0866-7

Authors: Fabrizio Durante, Ostap Okhrin

Institutions: Free University of Bozen-Bolzano, Humboldt-Universität zu Berlin

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2070903756

FWCI: 7.028

Cites: 74

Cited by: 16

Related to: 10