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A method to obtain new copulas from a given one · Study

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ArticleA method to obtain new copulas from a given one

Patricia M. Morillas2005

Article2005

A method to obtain new copulas from a given one

Patricia M. Morillas

113 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

1999An Introduction to Copulas 1990The Asymptotic Theory of Extreme Order Statistics

Cited by

2007Construction of non-exchangeable bivariate distribution functions 2010Distorted Copulas: Constructions and Tail Dependence 2007Models for construction of multivariate dependence 2015Default probability estimation via pair copula constructions 2013An Overview of the Goodness-of-Fit Test Problem for Copulas 2007Copulas with given values on a horizontal and a vertical section 2009New constructions of diagonal patchwork copulas 2009Constructing copulas by means of pairs of order statistics

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Year2005

Typearticle

Published2005-04-01

VenueMetrika

ISSN-L0026-1335

Languageen

Citations113

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/s001840400330

openalex_workW1973418059

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