copula-functions

  1. L

    Copula functions (Meissner)

    Hi David, I am unclear on how deep we need to go to cover the GARP requirements on the Gaussian copula function (e.g. 505.3). Also, in trying to get some depth, I wanted to clarify this narrative. I am sure I have gaps in stringing it together. In terms of building blocks, I have seen a single...
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