On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison
Crossref DOI link: https://doi.org/10.1007/s00180-017-0743-1
Published Online: 2017-06-14
Published Print: 2018-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Uyttendaele, Nathan
Funding for this research was provided by:
Université Catholique de Louvain
License valid from 2017-06-14