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Discussion of Copulas: Tales and Facts
Company: Extremes
Company Url: Click here to open
Year Of Publication: 2006
Month Of Publication: March
Pages: 27-36
Download Count: 380
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Comment Num: 0
Language: EN
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Who Can Read: Free
Date: 4-15-2007
Publisher: Administrator
Summary
A measured response is provided to Dr. Mikosch's vitriolic attack onthe merits of studying, characterizing and modeling stochastic dependence throughcopulas.
Author(s)
Genest, C_hristian Sign in to follow this author
Remillard, Bruno Sign in to follow this author
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