Chollete, Loran; Heinen, Andréas; Valdesogo, Alfonso - 2008
distribution,
that have been previously proposed, eg. Pelletier (2006). The use of copulas makes it
possible to separate the …. This is due in part to the central role of the
normal distribution in statistics and of the Capital Asset Pricing Model … showed
that, for continuous variables, a joint distribution can be decomposed into its n marginal
distributionsandacopula …