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Welt
Tree structures
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Regular Vine Copulas
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Financial Dependence Analysis: Applications of Vine Copulae
Allen, David E.
;
Ashraf, Mohammad A.
;
McAleer, Michael
; …
-
2013
, and there is evidence of greater reliance on the Student t copula in the copula choice within the
tree
structures
for the …
Persistent link: https://www.econbiz.de/10010326548
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2
Financial dependence analysis : applications of vine copulae
Allen, David E.
;
Ashraf, Mohammad A.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009724821
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