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~isPartOf:"Journal of econometrics"
~person:"Okhrin, Ostap"
~person:"Prünster, Igor"
~subject:"Credit risk"
~subject:"Multivariate distribution"
~subject:"Nonparametric statistics"
~subject:"USA"
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Okhrin, Ostap
Prünster, Igor
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Journal of econometrics
SFB 649 discussion paper
9
Applied quantitative finance
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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SFB 649 Discussion Paper 2008-043
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On the structure and estimation of hierarchical Archimedean copulas
Okhrin, Ostap
;
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
Journal of econometrics
173
(
2013
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10009711709
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