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"Dual volatility and dependence parameters and the copula."

Dieter Denneberg, Nikola Leufer (2008)

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DOI: 10.1016/J.IJAR.2007.03.014

access: open

type: Journal Article

metadata version: 2021-02-16

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  dblp key:
  - journals/ijar/DennebergL08
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  - https://dblp.org/rec/journals/ijar/DennebergL08
Dieter Denneberg, Nikola Leufer:
Dual volatility and dependence parameters and the copula. Int. J. Approx. Reason. 48(3): 697-708 (2008)

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