Pair-copulas modeling in finance
Year of publication: |
2010
|
---|---|
Authors: | Mendes, Beatriz Vaz de Melo ; Semeraro, Mariângela Mendes ; Leal, Ricardo Pereira Câmara |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 24.2010, 2, p. 193-213
|
Subject: | Multivariate Analyse | Multivariate analysis | Multivariate Verteilung | Multivariate distribution | Theorie | Theory |
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