"Dynamic dependence ordering for Archimedean copulas and distorted copulas."

Arthur Charpentier (2008)

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DOI: —

access: open

type: Journal Article

metadata version: 2021-02-17

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Arthur Charpentier:
Dynamic dependence ordering for Archimedean copulas and distorted copulas. Kybernetika 44(6): 777-794 (2008)

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