Work

Models for construction of multivariate dependence – a comparison study

Year: 2008

Type: article

Source: European Journal of Finance

DOI: 10.1080/13518470802588767

Authors: Kjersti Aas, Daniel Berg

Institutions: Norwegian Computing Center, University of Oslo

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2079253995

FWCI: 14.56

Cites: 46

Cited by: 291

Related to: 10