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

H. Manner

Research output: Working paperProfessional

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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

Cite this

Manner, H. (2007). Estimation and model selection of copulas with an application to exchange rates. METEOR, Maastricht University School of Business and Economics. METEOR Research Memorandum, No. 056 https://doi.org/10.26481/umamet.2007056