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Convergence of Archimedean Copulas
A. Charpentier
, J.J.J. Segers
Research Group: Econometrics
Research Group: Finance
Econometrics and OR
Research output
:
Working paper
›
Discussion paper
›
Other research output
389
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Dive into the research topics of 'Convergence of Archimedean Copulas'. Together they form a unique fingerprint.
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Mathematics
Copula
100%
Archimedean
100%
Bivariate
25%
Differentiability
25%
Distribution Function
25%
Keyphrases
Archimedean Copula
100%
Bivariate
33%
Differentiability
33%
Copula
33%
Kendall Distribution
33%
Comonotone
33%