Work

Implicit Copulas: An Overview

Year: 2021

Type: article

Source: Econometrics and Statistics

DOI: 10.1016/j.ecosta.2021.12.002

Author: Michael Stanley Smith

Institution: The University of Melbourne

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3198952583

FWCI: 2.695

Cites: 140

Cited by: 27

Related to: 10