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JEL Classification C30
"Multivariate: General"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the C30 classification.     (sorted by date)

Dynamic Copulas: Applications to finance and economics
by Daniel Totouom-Tangho of MINES ParisTech
(3,209K PDF) -- 158 pages -- November 6, 2007

Copula Methods vs Canonical Multivariate Distributions: the multivariate Student T distribution with general degrees of freedom
by William T. Shaw of King's College London, and
K.T. Amber Lee of King's College London
(484K PDF) -- 25 pages -- November 28, 2006

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Last modified: July 18, 2009