Work

Optimal Truncation of Vines

Year: 2010

Type: book-chapter

Source: WORLD SCIENTIFIC eBooks

DOI: 10.1142/9789814299886_0011

Author: Dorota Kurowicka

Institution: Delft University of Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2493471579

FWCI: 4.782

Cites: 7

Cited by: 37

Related to: 10