When is a copula constant? : a test for changing relationships :: Fabio Busetti :: University of Cambridge, Faculty of Economics 2008 :: OBNB, the Open British National Bibliography

Publication Data

Title When is a copula constant? : a test for changing relationships
Author Fabio Busetti
Contributors A. C. Harvey, A. C. Harvey
Publisher University of Cambridge, Faculty of Economics
Publication date 2008
Publication location Cambridge
Language English

Topics

Distribution (Probability theory)
Copulas (Mathematical statistics)
Stocks :: Rate of return :: Econometric models
Portfolio management :: Statistical methods

Catalogue Data

OBNB ID GBA975985
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 35, [6] p.
P1042 Includes bibliographical references.

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When is a copula constant? : a test for changing relationships by Fabio Busetti. Published by University of Cambridge, Faculty of Economics in 2008. Publication and catalogue information, links to buy online and reader comments.