Simulating from exchangeable Archimedean copulas

Communications in Statistics: Simulation and Computation

Volumn 36, Issue 5, 2007, Pages 1019-1034

  Wu, Florence ^a   Valdez, Emiliano ^b   Sherris, Michael ^b  

^a Genworth Financial Inc   (Australia)

^b Faculty of Economics and Business   (Australia)

Author keywords

Archimedean copulas; Simulation

Indexed keywords

EID: 34548329426     PISSN: 03610918     EISSN: 15324141     Source Type: Journal    
DOI: 10.1080/03610910701539781     Document Type: Article

References (0)