Copula-based models for multivariate discrete response data

Research output: Chapter in Book/Report/Conference proceedingChapter

97 Downloads (Pure)
Original languageEnglish
Title of host publicationCopulae in Mathematical and Quantitative Finance, Lecture Notes in Statistics
Subtitle of host publicationProceedings of the Workshop Held in Cracow, 10-11 July 2012
EditorsPiotr Jaworski , Fabrizio Durante , Wolfgang Karl Härdle
PublisherSpringer-Verlag Berlin Heidelberg
Number of pages18
Publication statusPublished - 2013

Cite this