A test for elliptical symmetry
By F. Huffer, Cheolyong Park. 2007
64 citations recorded by the source corpus.
Subfields: Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/7ac2329daa22eb6c533107348f7136394ac78511
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Daniel Berg
- Andrew J. Patton
- Claudia Czado
- Gregor N. F. Weiß
- Eike C. Brechmann
- Kjersti Aas
- Artem Prokhorov
- Wanling Huang
In Statistics and Probability
- Daniel Berg
- Andrew J. Patton
- Claudia Czado
- Gregor N. F. Weiß
- Eike C. Brechmann
- Kjersti Aas
- Artem Prokhorov
- Wanling Huang
Citations in the corpus
- Copula goodness-of-fit testing: an overview and power comparison (2009, methodology): “For exhaustive and general introductions to copulae, the reader is referred to Joe (1997) and Nelsen (1999), and for introductions oriented to financial applications, Malevergne and Sornette (2006) and Cherubini et al.”