Work

Generalized Diagonal Band Copulas with Two-Sided Generating Densities

Year: 2009

Type: article

Source: Decision Analysis

DOI: 10.1287/deca.1090.0162

Authors: Samuel Kotz, Johan René van Dorp

Institution: George Washington University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2117907165

FWCI: 2.013

Cites: 45

Cited by: 15

Related to: 10