Elliptical copulas: applicability and limitations

G. Frahm, M. Junker, Alexander Szimayer

Research output: Contribution to journal › Article › peer-review

109 Citations (Scopus)

Original language	English
Pages (from-to)	275-286
Journal	Statistics & Probability Letters
Volume	63
DOIs	https://doi.org/10.1016/S0167-7152(03)00092-0
Publication status	Published - 2003

Access to Document

@article{79b4900c14794345b1a12b5571d7836c,

title = "Elliptical copulas: applicability and limitations",

author = "G. Frahm and M. Junker and Alexander Szimayer",

year = "2003",

doi = "10.1016/S0167-7152(03)00092-0",

language = "English",

volume = "63",

pages = "275--286",

journal = "Statistics & Probability Letters",

issn = "0167-7152",

publisher = "Elsevier",

}