OpenAlex
Tail dependence functions and vine copulas
Work
Year: 2009
Type: article
Source: Journal of Multivariate Analysis
Authors Harry Joe, Haijun Li, Aristidis K. Nikoloulopoulos
Institutions University of British Columbia, Washington State University
Cites: 35
Cited by: 276
Related to: 10
FWCI: 10.56
Citation percentile (by year/subfield): 99.99
Topic: Financial Risk and Volatility Modeling
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: bronze