Work

An information theoretic approach to statistical dependence: copula information

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Rafael S. Calsaverini, Renato Vicente

Institution: Universidade de São Paulo

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3103962224

Cites: 21

Cited by: 61

Related to: 10