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Goodness-of-fit tests for copulas: A review and a power study

20071,327 citationsReview

Authors

Christian Genest · Université Laval

Bruno Rémillard · HEC Montréal

David Beaudoin · Université Laval

Topics & Keywords

Financial Risk and Volatility Modeling Monetary Policy and Economic Impact Insurance and Financial Risk Management

UN Sustainable Development Goals

Peace, Justice and strong institutions

Publication Details

Published in: Insurance Mathematics and Economics

Volume 44, Issue 2, pp. 199-213

DOI: 10.1016/j.insmatheco.2007.10.005

Field-Weighted Citation Impact: 43.59

Goodness-of-fit tests for copulas: A review and a power study | Researchclopedia