Author： Shaw William Munir Asad
Publisher： Routledge Ltd
ISSN： 1466-4364
Source： The European Journal of Finance, Vol.15, Iss.7-8, 2009-10, pp. : 661-674
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Sampling from Archimedean copulas
By Whelan Niall
Quantitative Finance, Vol. 4, Iss. 3, 2004-06 ,pp. :
Access to resources
Recommend
Hierarchies of Archimedean copulas
Quantitative Finance, Vol. 10, Iss. 3, 2010-03 ,pp. :
The Advent of Copulas in Finance
By Genest Christian Gendron Michel Bourdeau-Brien Michaël
The European Journal of Finance, Vol. 15, Iss. 7-8, 2009-10 ,pp. :
Pair-copulas modeling in finance
Finanzmarkt und Portfolio Management, Vol. 24, Iss. 2, 2010-06 ,pp. :
Jackknife empirical likelihood for parametric copulas
By Wang Ruodu Peng Liang Yang Jingping
Scandinavian Actuarial Journal, Vol. 2013, Iss. 5, 2013-09 ,pp. :