Okhrin O, Trimborn S, Waltz M (2020). “gofCopula: Goodness-of-Fit Tests for Copulae.” Discussion Paper. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3560825.
Corresponding BibTeX entry:
@Article{, title = {{gofCopula}: Goodness-of-Fit Tests for Copulae}, author = {Ostap Okhrin and Simon Trimborn and Martin Waltz}, year = {2020}, journal = {Discussion Paper}, url = {https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3560825}, }