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Working paper
Open access
English

Nonparametric estimation of copulas for time series

Number of pages43
Publication date2003
Classification
  • JEL : C14
Citation (ISO format)
FERMANIAN, Jean-David, SCAILLET, Olivier. Nonparametric estimation of copulas for time series. 2003
Main files (1)
Working paper
accessLevelPublic
Identifiers
  • PID : unige:41797
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Technical informations

Creation11/14/2014 1:11:00 AM
First validation11/14/2014 1:11:00 AM
Update time03/14/2023 10:15:00 PM
Status update03/14/2023 10:15:00 PM
Last indexation01/16/2024 2:24:13 PM
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