Pitfalls in modelling dependence structures: explorations with copulas (Q4593682)
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scientific article; zbMATH DE number 6811483
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| English | Pitfalls in modelling dependence structures: explorations with copulas |
scientific article; zbMATH DE number 6811483 |
Statements
22 November 2017
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modelling approach
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testing hypotheses
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stochastic dependence
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copulas
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asset prices
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0.7936570644378662
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0.7887486815452576
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0.788078784942627
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0.7814632654190063
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