Nonparametric estimation of copulas for time series
Contributeurs/tricesFermanian, Jean-David; Scaillet, Olivier
Nombre de pages43
Date de publication2003
Classification
- JEL : C14
Structure d'affiliation
Citation (format ISO)
FERMANIAN, Jean-David, SCAILLET, Olivier. Nonparametric estimation of copulas for time series. 2003
Fichiers principaux (1)
Working paper
Identifiants
- PID : unige:41797
