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Copulas, Goodness-of-Fit Tests and Measurement of Stochastic Dependencies Before and During the Financial Crisis.

Peter GrundkeSimone Dieckmann
Published in: OR (2010)
Keyphrases
  • goodness of fit
  • financial crisis
  • chi square
  • early warning
  • financial data
  • game theory
  • cross entropy
  • exchange rate
  • sustainable development
  • logistic regression
  • monte carlo
  • information retrieval