The flight-to-quality effect: a copula-based analysis
作者： Robert B. Durand , Markus Junker , Alex Szimayer
DOI: 10.1111/J.1467-629X.2009.00320.X
关键词:
摘要: … Frank copula with parameter θ, then, by switching the coordinates to (X 2 , X 1 ), we also obtain a Frank copula … 2 ) then we again obtain a Frank copula but with the ‘inverted’ parameter …
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