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References listed on IDEAS
- Panchenko, Valentyn, 2005. "Goodness-of-fit test for copulas," Physica A: Statistical Mechanics and its Applications, Elsevier, pages 176-182.
- Gonzalo, Jesús & Olmo, José, 2005. "Contagion versus flight to quality in financial markets," UC3M Working papers. Economics we051810, Universidad Carlos III de Madrid. Departamento de Economía.
- Janic-Wroblewska, A. & Kallenberg, W. C. M. & Ledwina, T., 2004. "Detecting positive quadrant dependence and positive function dependence," Insurance: Mathematics and Economics, Elsevier, pages 467-487.
- Fermanian, Jean-David, 2005. "Goodness-of-fit tests for copulas," Journal of Multivariate Analysis, Elsevier, vol. 95(1), pages 119-152, July.
- Biau, Gérard & Wegkamp, Marten, 2005. "A note on minimum distance estimation of copula densities," Statistics & Probability Letters, Elsevier, pages 105-114.
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