Using Copulas in Hydrology: Benefits, Cautions, and Issues-Reference-Cited by-同舟云学术

Using Copulas in Hydrology: Benefits, Cautions, and Issues

Published:2007-07 Issue:4 Volume:12 Page:381-393
ISSN:1084-0699
Container-title:Journal of Hydrologic Engineering
language:en
Short-container-title:J. Hydrol. Eng.

Author:

Dupuis D. J.¹

Affiliation:

1. Professor, Dept. of Management Sciences, HEC Montréal 3000, chemin de la Côte-Sainte-Catherine, Montréal (Québec) H3T 2A7, Canada.

Publisher

American Society of Civil Engineers (ASCE)

Subject

General Environmental Science,Water Science and Technology,Civil and Structural Engineering,Environmental Chemistry

Link

http://ascelibrary.org/doi/pdf/10.1061/%28ASCE%291084-0699%282007%2912%3A4%28381%29

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4. Chen X. Fan Y. and Patton A. (2004). “Simple tests for models of dependence between multiple financial time series with applications to U.S. equity returns and exchange rates.” Financial Markets Group London School of Economics Discussion Paper No. 483.

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