Dynamic bivariate normal copula
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11425-015-5114-1.pdf
Reference18 articles.
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4. Frick M, Reiss R-D. Expansions and penultimate distributions of maxima of bivariate normal random vectors. Statist Probab Lett, 2013, 83: 2563–2568
5. Fung T, Seneta E. The bivariate normal copula function is regularly varying. Statist probab Lett, 2011, 81: 1670–1676
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