Recent Developments in Copula Models

Jean-David Fermanian
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Jean-David Fermanian: ENSAE-Crest, J120, 3 Avenue Pierre-Larousse, 92245 Malakoff Cedex, France

Econometrics, 2017, vol. 5, issue 3, 1-3

Abstract: Copula models have become very popular and well studied among the scientific community.[...]

Keywords: n/a (search for similar items in EconPapers)
JEL-codes: B23 C C00 C01 C1 C2 C3 C4 C5 C8 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (3)

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