Showing results 1 to 2 of 2
| Title | Author(s) | Issue Date | |
|---|---|---|---|
Constructing hierarchical Archimedean copulas with Lévy subordinators Journal:Journal of Multivariate Analysis | 2010 | ||
Goodness-of-fit tests for archimedean copulas in high dimensions Proceeding/Conference:Innovations in Quantitative Risk Management: TU München, September 2013 | 2015 |