Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 2 (MARCH 2018), pp. 409-432 (24 pages) The paper presents a novel non-linear framework for the construction ...
The purpose of this paper is to present a comprehensive simulation study on the finite sample properties of minimum distance and maximum likelihood estimators for bivariate and multivariate parametric ...
The paper studies the dependence pattern between stock market and foreign exchange market of three South Asian countries; namely Bangladesh, India and Sri Lanka by using five copula functions, to ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback