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Wu, Ximing
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Penalized exponential series estimation of copula densities with an application to intergenerational dependence of body mass index
Gao, Yichen
;
Zhang, Yu Yvette
;
Wu, Ximing
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10011285954
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Essays on exponential series estimation and application of copulas in financial econometrics
Wu, Ximing
(
contributor
)
-
2008
application of parametric copulas in financialeconometrics. Chapter II proposes a multivariate
exponential
series
estimator
(ESE …
Persistent link: https://www.econbiz.de/10009464939
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