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Goodness-of-fit Procedures for Copula Models Based on the Integral Probability Transformation

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References

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Cited by

2007Replicating the Properties of Hedge Fund Returns34 cited
2006Omnibus Goodness-of-Fit Tests for Copulas: A Review and a Power Study33 cited
2006Discussion of “Copulas: Tales and facts”, by Thomas Mikosch33 cited

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