Archimedean copulas and temporal dependence
Year of publication: |
2012
|
---|---|
Authors: | Beare, Brendan K. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 6, p. 1165-1185
|
Subject: | Multivariate Verteilung | Multivariate distribution | Theorie | Theory |
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