Copulas, Goodness-of-Fit Tests and Measurement of Stochastic Dependencies Before and During the Financial Crisis
Work
Year: 2011
Type: book-chapter
Source: Operations research proceedings
Authors Peter Grundke, Simone Dieckmann
Institution Osnabrück University
Cites: 17
Cited by: 1
Related to: 10
FWCI: 1.041
Citation percentile (by year/subfield): 67.66
Subfield: Finance
Domain: Social Sciences
Open Access status: closed