Understanding copula transforms: A review of dependence properties

Frederik Michiels and Ann de Schepper

Working Papers from University of Antwerp, Faculty of Business and Economics

Pages: 23 pages
Date: 2009-12
New Economics Papers: this item is included in nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:ant:wpaper:2009012

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