Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data.

MLA

Dobrić, Jadran, and Friedrich Schmid. “Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data.” Communications in Statistics: Simulation & Computation, vol. 34, no. 4, Nov. 2005, pp. 1053–68. EBSCOhost, https://doi.org/10.1080/03610910500308685.

APA

Dobrić, J., & Schmid, F. (2005). Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data. Communications in Statistics: Simulation & Computation, 34(4), 1053–1068. https://doi.org/10.1080/03610910500308685

Chicago

Dobrić, Jadran, and Friedrich Schmid. 2005. “Testing Goodness of Fit for Parametric Families of Copulas—Application to Financial Data.” Communications in Statistics: Simulation & Computation 34 (4): 1053–68. doi:10.1080/03610910500308685.