EconPapers    
Economics at your fingertips  
 

Goodness-of-fit tests for parametric families of Archimedean copulas

Cornelia Savu and Mark Trede ()

Quantitative Finance, 2008, vol. 8, issue 2, 109-116

Date: 2008
References: View complete reference list from CitEc
Citations: View citations in EconPapers (15)

Downloads: (external link)
http://www.tandfonline.com/doi/abs/10.1080/14697680701207639 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:quantf:v:8:y:2008:i:2:p:109-116

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RQUF20

DOI: 10.1080/14697680701207639

Access Statistics for this article

Quantitative Finance is currently edited by Michael Dempster and Jim Gatheral

More articles in Quantitative Finance from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:quantf:v:8:y:2008:i:2:p:109-116