Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111)
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scientific article; zbMATH DE number 5543794
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit test for tail copulas modeled by elliptical copulas |
scientific article; zbMATH DE number 5543794 |
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Goodness-of-fit test for tail copulas modeled by elliptical copulas (English)
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14 April 2009
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multivariate GARCH models
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0.9434477
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0.9259758
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0.9208019
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0.9127646
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0.90866315
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