Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111)

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Goodness-of-fit test for tail copulas modeled by elliptical copulas
scientific article

    Statements

    title
    Goodness-of-fit test for tail copulas modeled by elliptical copulas (English)
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    author
    Deyuan Li
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    Liang Peng
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    publication date
    14 April 2009
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    zbMATH Keywords
    multivariate GARCH models
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    Identifiers

    Mathematics Subject Classification ID
    62H12
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    62G10
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    62F05
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    zbMATH DE Number
    5543794
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    OpenAlex ID
    W2060623320
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