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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
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Is a normal copula the right copula?
Amengual, Dante
;
Sentana, Enrique
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2015
Persistent link: https://www.econbiz.de/10011389239
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Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure
;
Lopez, Claude
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2013
Persistent link: https://www.econbiz.de/10009784712
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Selecting copulas for risk management
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
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2006
Persistent link: https://www.econbiz.de/10003322651
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