Work

Pair-Copula Constructions of Multivariate Copulas

Year: 2010

Type: book-chapter

Source: Lecture notes in statistics

DOI: 10.1007/978-3-642-12465-5_4

Author: Claudia Czado

Institution: Technical University of Munich

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2228307171

FWCI: 29.39

Cites: 56

Cited by: 263

Related to: 10