Elliptical copulas: applicability and limitations

Publication date

2003-04-10

Document type

Forschungsartikel

Author

Junker, Markus

Szimayer, Alexander

Organisational unit

Center of Advanced European Studies and Research

DOI

URI

Scopus ID

Publisher

Elsevier

Series or journal

Statistics & Probability Letters

ISSN

Periodical volume

63

Periodical issue

3

First page

275

Last page

286

Part of the university bibliography

Nein

Language

English

Keyword

Copula

Elliptical distribution

Kendall's tau

Students's t-distribution

Sub-Gaussian alpha-stable distribution

Tail dependence

Version

Published version

Access right on openHSU

Metadata only access