Multivariate dependence modeling using copulas
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References listed on IDEAS
- M. Taylor, 2007. "Multivariate measures of concordance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(4), pages 789-806, December.
- Matthias Fischer & Ingo Klein, 2007. "Constructing Generalized FGM Copulas by Means of Certain Univariate Distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 65(2), pages 243-260, February.
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More about this item
Keywords
copula; density function; FGM copulas; dependence; symmetry;All these keywords.
JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2008-12-01 (Econometrics)
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