共 34 条
[1]
Ane T., 2005, INT REV ECON FINANC, V15, P417
[2]
[Anonymous], 2006, An introduction to copulas
[3]
[Anonymous], 1997, SSRN, DOI DOI 10.2139/SSRN.939
[5]
Bhatti M. I, 2006, ECONOMETRICS ANAL MO
[6]
Pseudo-likelhood ratio tests for semiparametric multivariate copula model selection
[J].
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,
2005, 33 (03)
:389-414
[7]
Clemente A. D., 2003, COPULA EXTREME VALUE
[8]
Collazo E. P., 2005, MODELLING DEPENDENCE
[9]
Danielsson J., 1997, Beyond the sample: Extreme quantile and probability estimation
[10]
Danielsson J., 2000, VALUE RISK EXTREME R