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Dual volatility and dependence parameters and the copula - MaRDI portal

Dual volatility and dependence parameters and the copula (Q2270425)

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Dual volatility and dependence parameters and the copula
scientific article

    Statements

    title
    Dual volatility and dependence parameters and the copula (English)
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    author
    Dieter Denneberg
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    Nikola Leufer
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    publication date
    18 March 2010
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    62H20
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    62P05
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    zbMATH DE Number
    5683187
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    OpenAlex ID
    W1971890888
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