Authors: Schepsmeier, Ulf

Citation: Schepsmeier, Ulf, A goodness-of-fit test for regular vine copula models, Econometric reviews , 38(1), 2019, pp. 25-46

Authors: Prokhorov, Artem Schepsmeier, Ulf Zhu, Yajing

Citation: Prokhorov, Artem et al., Generalized information matrix tests for copulas, Econometric reviews , 38(9), 2019, pp. 1024-1054