Copulae: Basic Theory, Goodness-of-Fit Tests and Vines

Bakken, Henrik

June 01, 2005

SAMBA

• Areas: Finance, insurance and electricity market
• Keywords: Copulae, goodness-of-fit tests, vines
• Page(s): 120
• Name and number of project: 220195
• Title: Copulae: Basic Theory, Goodness-of-Fit Tests and Vines
• Author(s): Bakken, Henrik
• Report number: SAMBA/19/05
• Published date: June 01, 2005