The empirical beta copula
Work
Year: 2016
Type: article
Source: Journal of Multivariate Analysis
Institutions UCLouvain, Keio University, Seijo University
Cites: 25
Cited by: 68
Related to: 10
FWCI: 6.578
Citation percentile (by year/subfield): 96.19
Subfield: Finance
Domain: Social Sciences
Open Access status: green
Grant ID FRFC PDR T.0146.14