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

Authors: Cornelia Savu ^a; Mark Trede ^a

Affiliation:

a Institute for Econometrics, University of Mnster, Am Stadtgraben 9, 48143 Mnster, Germany

DOI: 10.1080/14697680701207639

Publication Frequency: 8 issues per year

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

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

Formats available: HTML (English) : PDF (English)

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