scientific article; zbMATH DE number 5510442
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Publication:3605686
zbMATH Open1157.62418MaRDI QIDQ3605686FDOQ3605686
Authors: Edith Kovács 
Publication date: 24 February 2009
Title of this publication is not available (Why is that?)
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- Fitting bivariate cumulative returns with copulas
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market
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- Dose marginal distribution require to be tested in copula method? An asset allocation perspective based on CVaR framework
- A goodness-of-fit test for copula densities
- Goodness-of-fit test for tail copulas modeled by elliptical copulas
- Copulas, goodness-of-fit tests and measurement of stochastic dependencies before and during the financial crisis
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- A copula test space model how to avoid the wrong copula choice
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
- Goodness-of-fit tests for copulas
- Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data
- A goodness-of-fit test for bivariate extreme-value copulas
- A goodness of fit test for copulas based on Rosenblatt's transformation
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