Convergence of Archimedean Copulas

Arthur Charpentier and J.J.J. Segers
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J.J.J. Segers: Tilburg University, Center For Economic Research

No 2006-28, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Archimedean copula; generator; Kendall distribution function (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (3)

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Journal Article: Convergence of Archimedean copulas (2008)
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