Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111): Difference between revisions

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Goodness-of-fit test for tail copulas modeled by elliptical copulas
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    Goodness-of-fit test for tail copulas modeled by elliptical copulas (English)
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    14 April 2009
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    multivariate GARCH models
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