Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: QRM / rank | |||
Normal rank | |||
Revision as of 14:09, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit test for tail copulas modeled by elliptical copulas |
scientific article |
Statements
Goodness-of-fit test for tail copulas modeled by elliptical copulas (English)
0 references
14 April 2009
0 references
multivariate GARCH models
0 references
