Work

A new family of copulas based on probability generating functions

Year: 2024

Type: article

Source: Mathematica Slovaca

DOI: 10.1515/ms-2024-0076

Authors: Swaroop Georgy Zachariah, Mohd. Arshad, Ashok Kumar Pathak

Institutions: Indian Institute of Technology Indore, Central University of Punjab

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4401579576

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Cites: 47

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Related to: 10