JOURNAL ARTICLE

Perturbation of bivariate copulas

Radko MesiarMagda KomorníkováJozef Komorník

Year: 2014 Journal:   Fuzzy Sets and Systems Vol: 268 Pages: 127-140   Publisher: Elsevier BV
Keywords:
Copula (linguistics) Bivariate analysis Mathematics Perturbation (astronomy) Econometrics Tail dependence Applied mathematics Mathematical economics Multivariate statistics Statistics Physics

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2.38
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32
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0.91
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Citation History

Topics

Financial Risk and Volatility Modeling
Social Sciences →  Economics, Econometrics and Finance →  Finance
Statistical Distribution Estimation and Applications
Physical Sciences →  Mathematics →  Statistics and Probability
Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance

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