The estimation of copulas : theory and practice
ContributorsCharpentier, Arthur; Fermanian, Jean-David; Scaillet, Olivier
Published inCopulas: from theory to application in finance, Editors Jörn Rank, p. 35-64
PublisherLondon : Risk Books
Publication date2007
Citation (ISO format)
CHARPENTIER, Arthur, FERMANIAN, Jean-David, SCAILLET, Olivier. The estimation of copulas : theory and practice. In: Copulas: from theory to application in finance. London : Risk Books, 2007. p. 35–64.
Main files (1)
Book chapter (Accepted version)
Identifiers
- PID : unige:41917
ISBN190433945X
