Work

Robustness, Redundancy, and Validity of Copulas in Likelihood Models

Year: 2005

Type: article

Authors: Artem Prokhorov, Peter Schmidt

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2187614782

FWCI: 0.543

Cites: 21

Cited by: 4

Related to: 10