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

Authors: Cornelia Savu ^a; Mark Trede ^a

Affiliation:

^a Institute for Econometrics, University of M uuml

nster, Am Stadtgraben 9, 48143 M uuml

nster, Germany

DOI: 10.1080/14697680701207639

Publication Frequency: 8 issues per year

Published in: journal

Quantitative Finance, Volume 8, Issue 2 March 2008 , pages 109 - 116

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

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