Oh, Dong Hwan; Patton, Andrew J. - In: Journal of the American Statistical Association 108 (2013) 502, pp. 689-700
This article considers the estimation of the parameters of a copula via a simulated method of moments (MM) type approach. This approach is attractive when the likelihood of the copula model is not known in closed form, or when the researcher has a set of dependence measures or other functionals...
