A copula approach to test asymmetric information with applications to predictive modeling
Year of publication: |
2011
|
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Authors: | Shi, Peng ; Valdez, Emiliano |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 2, p. 226-239
|
Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Prognoseverfahren | Forecasting model | Asymmetrische Information | Asymmetric information |
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