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Title

The estimation of copulas : theory and practice

Authors
Charpentier, Arthur
Fermanian, Jean-David
Published in Jörn Rank. Copulas: from theory to application in finance. London: Risk Books. 2007, p. 35-64
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ISBN: 190433945X
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CHARPENTIER, Arthur, FERMANIAN, Jean-David, SCAILLET, Olivier. The estimation of copulas : theory and practice. In: Jörn Rank (Ed.). Copulas: from theory to application in finance. London : Risk Books, 2007. p. 35-64. https://archive-ouverte.unige.ch/unige:41917

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Deposited on : 2014-11-18

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