SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Multivariate copulas, quasi-copulas and lattices · Study

ArticleShelves

ArticleMultivariate copulas, quasi-copulas and lattices

Juan Fernández Sánchez2011

OA

Articlegreen2011

Multivariate copulas, quasi-copulas and lattices

Juan Fernández Sánchez · Roger B. Nelsen · Manuel Úbeda-Flores

28 citations·0/0 files stored·Statistics & Probability Letters

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Probability and Statistical Research Advanced Algebra and Logic

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 28 citations exist upstream.

References

1999An Introduction to Copulas 2002Distributions With Given Marginals and Statistical Modelling 2002Some New Properties of Quasi-Copulas 2011Sklar’s theorem obtained via regularization techniques

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2012Bivariate copulas generated by perturbationsarticle · 3 shared references 2005Bivariate option pricing using dynamic copula modelsarticle · 2 shared references 2009A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theoremsarticle · 2 shared references 2010Copula-Based Measures of Multivariate Associationchapter · 2 shared references 2006Multivariate measures of concordancearticle · 2 shared references 2016The empirical beta copulaarticle · 2 shared references

Details

Year2011

Typearticle

Published2011-04-19

VenueStatistics & Probability Letters

ISSN-L0167-7152

Languageen

Citations28

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.spl.2011.04.004

openalex_workW1966400549

Links

Imported from OpenAlex (CC0) — nothing here is generated.