Aggregation of Dependent Risks Using the Koehler–Symanowski Copula Function
Year of publication: |
2005
|
---|---|
Authors: | Palmitesta, Paola ; Provasi, Corrado |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 25.2005, 1, p. 189-205
|
Publisher: |
Society for Computational Economics - SCE |
Subject: | asset returns | IFM method | measures of dependence | minimum distance estimation | skew distributions |
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