Efficiently sampling exchangeable Cuadras–Augé copulas in high dimensions
Work
Year: 2008
Type: article
Source: Information Sciences
Authors Jan-Frederik Mai, Matthias Scherer
Institution Technical University of Munich
Cites: 18
Cited by: 9
Related to: 10
FWCI: 1.432
Citation percentile (by year/subfield): 73.4
Subfield: Finance
Domain: Social Sciences
Open Access status: closed