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Q4593682 - MaRDI portal

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scientific article; zbMATH DE number 6811483
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English
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scientific article; zbMATH DE number 6811483

    Statements

    author
    Pravin K. Trivedi
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    David M. Zimmer
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    publication date
    22 November 2017
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    zbMATH Keywords
    modelling approach
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    testing hypotheses
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    stochastic dependence
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    copulas
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    asset prices
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62F03
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    62H20
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    zbMATH DE Number
    6811483
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