An empirical analysis of multivariate copula models

Journal article
(Original article)


Publication Details

Author(s): Fischer M, Köck C, Weigert F, Schlüter S
Journal: Quantitative Finance
Publisher: Taylor & Francis (Routledge)
Publication year: 2009
Volume: 9
Journal issue: 7
Pages range: 839-854
ISSN: 1469-7688
Language: English


FAU Authors / FAU Editors

Fischer, Matthias Prof. Dr.
Fachbereich Wirtschaftswissenschaften


How to cite

APA:
Fischer, M., Köck, C., Weigert, F., & Schlüter, S. (2009). An empirical analysis of multivariate copula models. Quantitative Finance, 9(7), 839-854. https://dx.doi.org/10.1080/14697680802595650

MLA:
Fischer, Matthias, et al. "An empirical analysis of multivariate copula models." Quantitative Finance 9.7 (2009): 839-854.

BibTeX: 

Last updated on 2018-29-08 at 12:23