Author:
Kim Gunky,Silvapulle Mervyn J.,Silvapulle Paramsothy
Subject
Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability
Reference19 articles.
1. A new class of multivariate skew densities, with application to generalized autoregressive conditional heteroscedasticity models;Bauwens;J. Business Econom. Statist.,2005
2. Copula Methods in Finance;Cherubini,2004
3. The joy of copulas: bivariate distributions with uniform marginals;Genest;Amer. Statist.,1986
4. Statistical inference procedures for bivariate archemedean copulas;Genest;J. Amer. Statist. Assoc.,1993
5. Conditions on the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models;Genest,2002
Cited by
226 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献