On a Hybrid Clayton-Gumbel and Gumbel-Frank Bivariate Copulas with Application to Stock Indices
Maxwell Akwasi Boateng, Akoto Yaw Omari-Sasu, Nana Kena Frempong & Richard Kodzo Avuglah · Journal of Advances in Mathematics and Computer Science · 2018
The study proposes two convex convolution based bivariate Archimedean copulas with their joint distribution functions and conditional distribution functions. Several simulations were performed using sample sizes 100,1000, 10000 and 1000000 for combinations of distributions: Gamma...
Open access
Research Article
10.9734/JAMCS/2019/45668