Are copula-GoF-tests of any practical use? : empirical evidence for stocks, commodities and fx futures
Year of publication: |
2011
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Authors: | Weiß, Gregor |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 51.2011, 2, p. 173-188
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Subject: | VAR-Modell | VAR model | Multivariate Verteilung | Multivariate distribution | Aktie | Share | Rohstoff | Raw materials | Futures | Theorie | Theory | Welt | World | 1998-2008 |
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