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