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Book chapter
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English

The estimation of copulas : theory and practice

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.
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Book chapter (Accepted version)
accessLevelPublic
Identifiers
  • PID : unige:41917
ISBN190433945X
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