Peter Grundke, Simone Dieckmann. Copulas, Goodness-of-Fit Tests and Measurement of Stochastic Dependencies Before and During the Financial Crisis. In Bo Hu, Karl Morasch, Stefan Pickl, Markus Siegle, editors, Operations Research Proceedings 2010, Selected Papers of the Annual International Conference of the German Operations Research Society, Universität der Bundeswehr, München, September 1-3, 2010. pages 105-110, Springer, 2010. [doi]
Abstract is missing.