An empirical analysis of multivariate copula models

Fischer M, Köck C, Weigert F, Schlüter S (2009)

Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2009

Journal

Quantitative Finance Taylor & Francis (Routledge)

Publisher: Taylor & Francis (Routledge)

Book Volume: 9

Pages Range: 839-854

Journal Issue: 7

DOI: 10.1080/14697680802595650

Authors with CRIS profile

Matthias Fischer 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.

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