Browsing by Subject tail dependence
Showing results 1 to 2 of 2
| Preview | Issue Date | Title | Author(s) |
|---|---|---|---|
| Sep-2008 | Dynamic distributions and changing copulas | Harvey, Andrew C | |
| Sep-2008 | When is a copula constant? A test for changing relationships | Busetti, Fabio; Harvey, Andrew C |
Showing results 1 to 2 of 2

