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Nonparametric estimation of copulas for time series

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Fermanian, Jean-David
Published in Journal of risk. 2003, vol. 5, no. 3, p. 25-54
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SCAILLET, Olivier, FERMANIAN, Jean-David. Nonparametric estimation of copulas for time series. In: Journal of risk , 2003, vol. 5, n° 3, p. 25-54. https://archive-ouverte.unige.ch/unige:41797

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Deposited on : 2014-11-14

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