Exponential series estimation of empirical copulas with application to financial returns
Year of publication: |
2010
|
---|---|
Authors: | Chui, Chinman ; Wu, Ximing |
Published in: |
Nonparametric econometric methods. - Bingley [u.a.] : Emerald, ISBN 978-1-84950-623-6. - 2010, p. 263-290
|
Subject: | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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