Moment-based copula tests for financial returns

Journal

Journal of Business and Economic Statistics

Journal Volume

25

Journal Issue

4

Pages

377-397

Date Issued

2007

Author(s)

DOI

10.1198/073500107000000115

URI

https://www.scopus.com/inward/record.uri?eid=2-s2.0-35648986045&doi=10.1198%2f073500107000000115&partnerID=40&md5=27342496002c2f4620773be733963ac3

https://scholars.lib.ntu.edu.tw/handle/123456789/526244

Type

journal article