Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
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Volume (Year): 26 (2011)
Issue (Month): 1 (March)
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- Cornelia Savu & Mark Trede, 2008. "Goodness-of-fit tests for parametric families of Archimedean copulas," Quantitative Finance, Taylor & Francis Journals, vol. 8(2), pages 109-116.
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