A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2009; you can also visit the original URL.
The file type is
Convergence of a sequence of bivariate Archimedean copulas to another Archimedean copula or to the comonotone copula is shown to be equivalent with convergence of the corresponding sequence of Kendall distribution functions. No extra differentiability conditions on the generators are needed. JEL: C14, C16doi:10.2139/ssrn.900113 fatcat:lpv5m3axefbzppxrys4cvolut4