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A new extension of bivariate FGM copulas · Study

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ArticleA new extension of bivariate FGM copulas

Cécile Amblard2008

OA

Articlegreen2008

A new extension of bivariate FGM copulas

Cécile Amblard · Stéphane Girard

61 citations·0/0 files stored·Metrika

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Financial Risk and Volatility Modeling Statistical Distribution Estimation and Applications Probability and Risk Models

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References

1997Modelling Extremal Events 2006An Introduction to Copulas (Springer Series in Statistics)1981On Nonparametric Measures of Dependence for Random Variables 1960The Performance of Some Correlation Coefficients for a General Bivariate Distribution 1986Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données 2003A new class of bivariate copulas 2002Symmetry and dependence properties within a semiparametric family of bivariate copulas 1991Copulas and Association

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2012Bivariate copulas generated by perturbations 2009New constructions of diagonal patchwork copulas 2019Modeling travel time volatility using copula-based Monte Carlo simulation method for probabilistic traffic prediction

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2010Copula Theory: An Introductionchapter · 4 shared references 2017A Compendium of Copulasarticle · 4 shared references 2010Copula-Based Measures of Multivariate Associationchapter · 3 shared references 2002Symmetry and dependence properties within a semiparametric family of bivariate copulasarticle · 3 shared references 1995Bivariate copulas with quadratic sectionsarticle · 3 shared references 2009Constructing copula functions with weighted geometric meansarticle · 3 shared references

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Year2008

Typearticle

Published2008-03-07

VenueMetrika

ISSN-L0026-1335

Languageen

Citations61

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/s00184-008-0174-7

openalex_workW1616845929

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