When is a copula constant? : a test for changing relationships
When is a copula constant? : a test for changing relationships is a book. It was written by Fabio Busetti and published by University of Cambridge Faculty of Economics in 2008.
Key facts
- author: Fabio Busetti
- publication date: 2008
- book publisher: University of Cambridge Faculty of Economics
- book series: Cambridge working papers in economics
- book subjects: Distribution (Probability theory), Stocks-Rate of return-Econometric models, Copulas (Mathematical statistics)
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"When is a copula constant? : a test for changing relationships" is one of the books by Fabio Busetti, books by University of Cambridge Faculty of Economics and 2,617,384 books in our database.
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