Hierarchical Archimedean copulae: The HAC package
Year of publication: |
2012
|
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Authors: | Okhrin, Ostap ; Ristig, Alexander |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Kopula (Mathematik) | Statistische Methodenlehre | PC-Software | copula | R | hierarchical Archimedean copula (HAC) |
Series: | SFB 649 Discussion Paper ; 2012-036 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 715988751 [GVK] hdl:10419/79589 [Handle] RePEc:hum:wpaper:sfb649dp2012-036 [RePEc] |
Classification: | C51 - Model Construction and Estimation ; C87 - Econometric Software |
Source: |
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