Copulas in Econometrics
Year of publication: |
2014
|
---|---|
Authors: | Fan, Yanqin ; Patton, Andrew J. |
Published in: |
Annual Review of Economics. - Annual Reviews, ISSN 1941-1383. - Vol. 6.2014, 1, p. 179-200
|
Publisher: |
Annual Reviews |
Subject: | Sklar’s theorem | multivariate models | Fréchet-Hoeffding inequality | bounds |
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