Densities of nested Archimedean copulas
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Author / Producer
Date
2013-07
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
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Rights / License
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Publication status
published
External links
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Book title
Journal / series
Volume
118
Pages / Article No.
37 - 52
Publisher
Elsevier
Event
Edition / version
Methods
Software
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Date collected
Date created
Subject
Nested Archimedean copulas; Generator derivatives; Likelihood-based inference
Organisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
Received 12 April 2012, Published online 26 March 2013.