Work

Multivariate Dependence Modeling using Pair-Copulas

Year: 2008

Type: article

Author: Ernesto Schirmacher

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2127513825

FWCI: 2.33

Cites: 25

Cited by: 46

Related to: 10