Mixture pair-copula-constructions
Year of publication: |
2015
|
---|---|
Authors: | Weiß, Gregor ; Scheffer, Marcus |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 54.2015, p. 175-191
|
Subject: | Dependence structures | Vine copulas | Mixture copulas | Model selection | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Modellierung | Scientific modelling | Statistische Verteilung | Statistical distribution |
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