reviewJournal of Multivariate AnalysisApr 4, 2012Closed access

A review of copula models for economic time series

AJAndrew J. Patton

Duke University

Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

578
total citations
FWCI
38.10
Percentile
100%
References
176
Citations per year

Authors

1

Topics & keywords

Topics
Keywords
  • Copula (linguistics)
  • Econometrics
  • Multivariate statistics
  • Mathematics
  • Marginal distribution
  • Inference
  • Joint probability distribution
  • Goodness of fit
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