Copula goodness-of-fit testing : an overview and power comparison
Year of publication: |
2009
|
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Authors: | Berg, Daniel |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 15.2009, 7/8, p. 675-701
|
Subject: | Multivariate Verteilung | Multivariate distribution | Bootstrap-Verfahren | Bootstrap approach | Finanzierungstheorie | Financial management theory | Theorie | Theory |
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