Work

Most Entropic Copulas: General Form, and Calibration to High-Dimensional Data in an Important Special Case

Year: 2010

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1725517

Authors: Craig A. Friedman, Jinggang Huang

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W42730869

Cites: 14

Cited by: 3

Related to: 10