Fernández-Sánchez, Juan
- A link between Kendall's tau, the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support
2023/03/27 by Juan Fernández Sánchez, Wolfgang Trutschnig, Fernández-Sánchez, Juan +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Statistical and numerical algorithms #Statistics Theory (math.ST)