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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32
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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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