Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data (Q5719273)
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scientific article; zbMATH DE number 2248205
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data |
scientific article; zbMATH DE number 2248205 |
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Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data (English)
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18 January 2006
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chi-square test of fit
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Johnson copula
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copulas
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daily asset returns
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Frank copula
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Gauss copula
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power of tests
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\(t_{\nu}\)-copula
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