Simulated Method of Moments Estimation for Copula-Based Multivariate Models

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Oh, DH; Patton, AJ

Published Date

  • June 2013

Published In

Volume / Issue

  • 108 / 502

Start / End Page

  • 689 - 700

Electronic International Standard Serial Number (EISSN)

  • 1537-274X

International Standard Serial Number (ISSN)

  • 0162-1459

Digital Object Identifier (DOI)

  • 10.1080/01621459.2013.785952