Copula goodness-of-fit testing: an overview and power comparison

Publication details

• Journal: European Journal of Finance, vol. 15, p. 675–701–27, 2009
• Publisher: Routledge
• International Standard Numbers:
  • Printed: 1351-847X
  • Electronic: 1466-4364
• Link:
  • DOI: doi.org/10.1080/13518470802697428