Moment-based copula tests for financial returns

Journal of Business and Economic Statistics

Volumn 25, Issue 4, 2007, Pages 377-397

  Chen, Yi Ting ^a  

^a INSTITUTE OF ECONOMICS   (Taiwan)

Author keywords

Copula; Cross dependence; Method of moments; Specification test

Indexed keywords

EID: 35648986045     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500107000000115     Document Type: Article

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