Normal view MARC view ISBD view

Moment based copula tests for financial returns

Chen, Yi Ting

Moment based copula tests for financial returns J7992 2007 - 2007 - 377-397 V. 25 Issue. 4

Subjects--Topical Terms:
Economic Statistics

Subjects--Index Terms: Copula;Cross dependence;Method of moments;Specification test;

Print
Add to your cart (remove)
Send to device
Save record
BIBTEX Dublin Core MARCXML MARC (non-Unicode/MARC-8) MARC (Unicode/UTF-8) MARC (Unicode/UTF-8, Standard) MODS (XML) RIS ISBD
More searches

Search for this title in:
Other Libraries (WorldCat) Other Databases (Google Scholar) Online Stores (Bookfinder.com) Open Library (openlibrary.org)