Work

Nonparametric estimation of copulas and copula densities by orthogonal projections

Year: 2023

Type: article

Source: Econometrics and Statistics

DOI: 10.1016/j.ecosta.2023.04.002

Authors: Yves I. Ngounou Bakam, Denys Pommeret

Institutions: Centre National de la Recherche Scientifique, Aix-Marseille Université, Institut de Mathématiques de Marseille, Lyon 1 Université, Laboratoire de Sciences Actuarielle et Financière

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funder: CNP Assurances

OpenAlex ID: W3096952425

FWCI: 1.036

Cites: 47

Cited by: 8

Related to: 10