Work

Fully Nested 3-Copula: Procedure and Application on Hydrological Data

Year: 2007

Type: article

Source: Journal of Hydrologic Engineering

DOI: 10.1061/(asce)1084-0699(2007)12:4(420)

Authors: Francesco Serinaldi, Salvatore Grimaldi

Institutions: Università degli Studi della Tuscia, Sapienza University of Rome

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1972862832

FWCI: 7.688

Cites: 62

Cited by: 114

Related to: 10