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

H. Manner

Research output: Working paper / Preprint › Working paper

690 Downloads (Pure)

Original language	English
Place of Publication	Maastricht
Publisher	METEOR, Maastricht University School of Business and Economics
Number of pages	35
DOIs	https://doi.org/10.26481/umamet.2007056
Publication status	Published - 1 Jan 2007

Series	METEOR Research Memorandum
Number	056

Access to Document

@techreport{f3b8f5bfbe1c4e069c4399cbe5a92f23,

title = "Estimation and model selection of copulas with an application to exchange rates",

author = "H. Manner",

year = "2007",

month = jan,

day = "1",

doi = "10.26481/umamet.2007056",

language = "English",

series = "METEOR Research Memorandum",

publisher = "METEOR, Maastricht University School of Business and Economics",

number = "056",

type = "WorkingPaper",

institution = "METEOR, Maastricht University School of Business and Economics",

}

TY - UNPB

T1 - Estimation and model selection of copulas with an application to exchange rates

AU - Manner, H.

PY - 2007/1/1

Y1 - 2007/1/1

U2 - 10.26481/umamet.2007056

DO - 10.26481/umamet.2007056

M3 - Working paper

T3 - METEOR Research Memorandum

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

PB - METEOR, Maastricht University School of Business and Economics

CY - Maastricht

ER -