Exploring the ? copula construction method for Archimedean copulas: Discussion of three ? types
Year of publication: |
2008-12
|
---|---|
Authors: | MICHIELS, Frederik ; KOCH, Inge ; DE SCHEPPR, Ann |
Institutions: | Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen |
Subject: | Copula | Kendall’s ? | Multiparametric Archimedean copula family | Tail dependence |
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