The Copula Information Criteria

By Steffen Grønneberg, Nils Lid Hjort. 2014

105 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/576366c7a8df43cad2b30754be774cfc73c66415

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Kjersti Aas
2. Claudia Czado
3. Eike C. Brechmann

In Finance

1. Kjersti Aas
2. Claudia Czado
3. Eike C. Brechmann

In Statistics and Probability

1. Kjersti Aas
2. Claudia Czado
3. Eike C. Brechmann

Citations in the corpus

• Pair-Copula Constructions for Financial Applications: A Review (2016, methodology): “The copula types are typically chosen one by one, using either a model selection criterion, such as the Akaike information criterion (AIC), the Bayesian information criterion (BIC) or the copula information criterion (CIC) [29], or a copula goodness-of-fit test.”