Smooth Tests of Copula Specifications

DOI10.1080/07350015.2014.932696MaRDI QIDQ6667015zbMATH OpenFDO

Authors Juan Lin, Ximing Wu

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2014.932696

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; risk measures (91G70)

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