Is a normal copula the right copula?
Year of publication: |
2020
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Authors: | Amengual, Dante ; Sentana, Enrique |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 38.2020, 2, p. 350-366
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Subject: | Indirect inference | Kuhn–Tucker test | Momentum strategies | Nonlinear dependence | Short-term reversals | Supremum test | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Statistischer Test | Statistical test | Kapitaleinkommen | Capital income |
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