OpenAlex | Best-possible bounds on the set of copulas with given degree of non-exchangeability

Best-possible bounds on the set of copulas with given degree of non-exchangeability

Work

Year: 2014

Type: article

Source: Journal of Mathematical Analysis and Applications

Authors Gleb Beliakov, Bernard De Baets, H. De Meyer, Roger B. Nelsen, Manuel Úbeda-Flores

Institutions Deakin University, Ghent University, Lewis & Clark College, University of Almería

Cites: 36

Cited by: 11

Related to: 10

FWCI: 1.09

Citation percentile (by year/subfield): 86.85

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Sustainable Development Goal Reduced inequalities

Open Access status: green

Funders Ministerio de Ciencia e Innovación, European Regional Development Fund