Work

Are Copula-GoF-tests of any practical use? Empirical evidence for stocks, commodities and FX futures

Year: 2010

Type: article

Source: The Quarterly Review of Economics and Finance

DOI: 10.1016/j.qref.2010.11.003

Author: Gregor N.F. Weiß

Institution: TU Dortmund 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: W3126047263

FWCI: 7.801

Cites: 72

Cited by: 32

Related to: 10