"Single-index copulas."

Jean-David Fermanian, Olivier Lopez (2018)

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DOI: 10.1016/J.JMVA.2017.11.004

access: closed

type: Journal Article

metadata version: 2022-10-02

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Jean-David Fermanian, Olivier Lopez:
Single-index copulas. J. Multivar. Anal. 165: 27-55 (2018)

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