About tests of the "simplifying" assumption for conditional copulas

Alexis Derumigny*, Jean David Fermanian

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

5 Citations (Scopus)
7 Downloads (Pure)

Fingerprint Dive into the research topics of 'About tests of the "simplifying" assumption for conditional copulas'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science