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Perturbation of bivariate copulas · Study

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ArticlePerturbation of bivariate copulas

Radko Mesiar2014

Article2014

Perturbation of bivariate copulas

Radko Mesiar · Magda Komorníková · Jozef Komorník

26 citations·0/0 files stored·Fuzzy Sets and Systems

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Financial Risk and Volatility Modeling Advanced Algebra and Logic Fuzzy Systems and Optimization

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References

1999An Introduction to Copulas 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask 2006An Introduction to Copulas (Springer Series in Statistics)1960The Performance of Some Correlation Coefficients for a General Bivariate Distribution 2003A new class of bivariate copulas 2008A new extension of bivariate FGM copulas 2006Constructing Generalized FGM Copulas by Means of Certain Univariate Distributions 2014Copulas, diagonals, and tail dependence

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Year2014

Typearticle

Published2014-04-30

VenueFuzzy Sets and Systems

ISSN-L0165-0114

Languageen

Citations26

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.fss.2014.04.016

openalex_workW2015941533

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