From Archimedean to Liouville copulas

Research output: Contribution to journal › Article › peer-review

72 Citations (SciVal)

Original language	English
Pages (from-to)	1772-1790
Journal	Journal of Multivariate Analysis
Volume	101
Issue number	8
DOIs	https://doi.org/10.1016/j.jmva.2010.03.015
Publication status	Published - 1 Sept 2010

Access to Document

@article{affd2a68037642cfaae43892f8b356b8,

title = "From Archimedean to Liouville copulas",

author = "Mcneil, \{Alexander J.\} and Johanna Ne{\v s}lehov{\'a}",

year = "2010",

month = sep,

day = "1",

doi = "10.1016/j.jmva.2010.03.015",

language = "English",

volume = "101",

pages = "1772--1790",

journal = "Journal of Multivariate Analysis",

issn = "0047-259X",

publisher = "Academic Press Inc.",

number = "8",

}