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Goodness-of-fit tests for copulas

2004333 citationsJournal Article

Authors

Jean‐David Fermanian · Centre de Recherche en Économie et Statistique

Topics & Keywords

Financial Risk and Volatility Modeling Statistical Distribution Estimation and Applications Statistical Methods and Inference

Publication Details

Published in: Journal of Multivariate Analysis

Volume 95, Issue 1, pp. 119-152

DOI: 10.1016/j.jmva.2004.07.004

Field-Weighted Citation Impact: 20.87

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