Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case ; volume:9 ; number:1 ; year:2021 ; pages:43-61 ; extent:19
Dependence modeling ; 9, Heft 1 (2021), 43-61 (gesamt 19)
- Creator
-
Billio, Monica
Frattarolo, Lorenzo
Guégan, Dominique
- DOI
-
10.1515/demo-2021-0102
- URN
-
urn:nbn:de:101:1-2022081714052617901213
- Rights
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:22 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Billio, Monica
- Frattarolo, Lorenzo
- Guégan, Dominique
Other Objects (12)
Multivariate Copula Models at Work: Outperforming the desert island copula?
Multivariate tail copula: modeling and estimation
An empirical analysis of multivariate copula models
An empirical analysis of multivariate copula models
Symmetry and asymmetry in the Hebrew copula construction
Copula-based factor models for multivariate asset returns
A copula formulation for multivariate latent Markov models
Copula-Based Factor Models for Multivariate Asset Returns
On copula density estimation and measures of multivariate association
Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo
IId Geleit
IId Legal
Multivariate Copula Models at Work: Outperforming the desert island copula?
Multivariate tail copula: modeling and estimation
An empirical analysis of multivariate copula models
An empirical analysis of multivariate copula models
Symmetry and asymmetry in the Hebrew copula construction
Copula-based factor models for multivariate asset returns
A copula formulation for multivariate latent Markov models
Copula-Based Factor Models for Multivariate Asset Returns
On copula density estimation and measures of multivariate association
Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo
IId Geleit
IId Legal
Multivariate Copula Models at Work: Outperforming the desert island copula?
Multivariate tail copula: modeling and estimation
An empirical analysis of multivariate copula models
An empirical analysis of multivariate copula models
Symmetry and asymmetry in the Hebrew copula construction
Copula-based factor models for multivariate asset returns
A copula formulation for multivariate latent Markov models
Copula-Based Factor Models for Multivariate Asset Returns
On copula density estimation and measures of multivariate association
Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo
IId Geleit