Estimation and model selection of copulas with an application to exchange rates

H. Manner

Research output: Working paperProfessional

380 Downloads (Pure)
Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages35
DOIs
Publication statusPublished - 1 Jan 2007

Publication series

SeriesMETEOR Research Memorandum
Number056

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