Matrix-tilted Archimedean copulas
Year of publication: |
2021
|
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Authors: | Hofert, Marius ; Ziegel, Johanna F. |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 9.2021, 4, Art.-No. 68, p. 1-24
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Subject: | Archimedean copulas | elliptical copulas | generalization | stochastic representation | tilting | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution | Multivariate Analyse | Multivariate analysis | Stochastischer Prozess | Stochastic process |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks9040068 [DOI] hdl:10419/258157 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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