"Selection of copula model for inter-market dependence."

Vadim A. Gordeev, Alexander Knyazev, Arkady E. Shemyakin (2012)

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DOI: 10.3233/MAS-2012-0243

access: closed

type: Journal Article

metadata version: 2020-04-16

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Vadim A. Gordeev, Alexander Knyazev, Arkady E. Shemyakin:
Selection of copula model for inter-market dependence. Model. Assist. Stat. Appl. 7(4): 315-325 (2012)

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