Title of article
Elliptical copulas: applicability and limitations
Author/Authors
Gabriel Frahm، نويسنده , , Markus Junker، نويسنده , , Alexander Szimayer، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2003
Pages
12
From page
275
To page
286
Keywords
Students’s t-distribution , Tail dependence , Sub-Gaussian alpha-stable distribution , Copula , Elliptical distribution , Kendall’s tau
Journal title
Statistics and Probability Letters
Serial Year
2003
Journal title
Statistics and Probability Letters
Record number
140102
Link To Document