Structure and Estimation of Lévy Subordinated Hierarchical Archimedean Copulas (LSHAC) : Theory and Empirical Tests
Year of publication: |
2020
|
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Authors: | Zhu, Wenjun |
Other Persons: | Wang, Chou‐Wen (contributor) ; Ken Seng Tan (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Multivariate Verteilung | Multivariate distribution | Schätzung | Estimation | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (45 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Banking and Finance, 69 (2016): 20-36 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 23, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2663989 [DOI] |
Classification: | C13 - Estimation ; C16 - Specific Distributions ; G15 - International Financial Markets ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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