Copulas: A Personal View
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DOI: 10.1111/j.1539-6975.2009.01310.x
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References listed on IDEAS
- Kim, Gunky & Silvapulle, Mervyn J. & Silvapulle, Paramsothy, 2007. "Comparison of semiparametric and parametric methods for estimating copulas," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 2836-2850, March.
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