The
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copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management
Luo, Xiaolin; Shevchenko, Pavel V.
- 期刊名称Quantitative Finance
- 作者Luo, Xiaolin; Shevchenko, Pavel V.
- 卷第10卷
- 期第9期
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小921.49KB
- 发表时间2010-11
- DOI10.1080/14697680903085544
- 页码1039-1054