article · Model Assisted Statistics and Applications
We present a new class of copula functions derived from introduced time-frequency distributions by Cohen L. and Zaparovanny Y. (1980) Journal of Mathematical Physics 21, 794–796 to describe quasi-probable distributions of position and momentum in quantum mechanics. This family of copulas offers us a wide range of copulas including flexibility to deal with real financial data.
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DOI: 10.1177/15741699251378628
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