Exponential series estimation of empirical copulas with application to financial returns

DOI10.1108/S0731-9053(2009)0000025011MaRDI QIDQ3573033zbMATH OpenOpenAlexFDO

Authors Chinman Chui, Ximing Wu

Publication date 30 June 2010

Published in Advances in Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1108/s0731-9053(2009)0000025011

Mathematics Subject Classification ID

Density estimation (62G07) Measures of association (correlation, canonical correlation, etc.) (62H20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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Cited in

(2)

• Exponential series estimator of multivariate densities
• scientific article; zbMATH DE number 7660126 (Why is no real title available?)

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