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Nonparametric estimation of copulas for time series

ContributorsFermanian, Jean-David; Scaillet, Olivierorcid
Number of pages43
Publication date2003
Classification
  • JEL : C14
Affiliation entities
Citation (ISO format)
FERMANIAN, Jean-David, SCAILLET, Olivier. Nonparametric estimation of copulas for time series. 2003
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accessLevelPublic
Identifiers
  • PID : unige:41797
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Creation14/11/2014 01:11:00
First validation14/11/2014 01:11:00
Update time14/03/2023 22:15:00
Status update14/03/2023 22:15:00
Last indexation30/10/2024 20:43:46
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