Nonparametric estimation of copulas for time series

Jean-David Fermanian and Olivier Scaillet

No unige:41797, Working Papers from University of Geneva, Geneva School of Economics and Management

JEL-codes: C14 D81 G10 G21 G22 (search for similar items in EconPapers)
Pages: 43 p.
Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
https://luniarchidoc5.unige.ch/archive-ouverte/arc ... e:41797/ATTACHMENT01
Our link check indicates that this URL is bad, the error code is: 404 Not Found

Related works:
Working Paper: Nonparametric Estimation of Copulas for Time Series (2003)
Journal Article: Nonparametric estimation of copulas for time series
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:gnv:wpgsem:unige:41797

Access Statistics for this paper

More papers in Working Papers from University of Geneva, Geneva School of Economics and Management Contact information at EDIRC.
Bibliographic data for series maintained by Jean-Blaise Claivaz ().