Multivariate dependence modeling using copulas
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References listed on IDEAS
- repec:sae:ecolab:v:16:y:2006:i:2:p:1-2 is not listed on IDEAS
- M. Taylor, 2007. "Multivariate measures of concordance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(4), pages 789-806, December.
- Christos Pitelis & Roger Sugden & James R. Wilson, 2006. "Introduction," Chapters,in: Clusters and Globalisation, chapter 1 Edward Elgar Publishing.
- Nikolay Nenovsky & S. Statev, 2006. "Introduction," Post-Print halshs-00260898, HAL.
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Keywordscopula; density function; FGM copulas; dependence; symmetry;
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
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