Work

Copulae in High Dimensions: An Introduction

Year: 2017

Type: book-chapter

Source: Statisctics and computing/Statistics and computing

DOI: 10.1007/978-3-662-54486-0_13

Authors: Ostap Okhrin, Alexander Ristig, Ya-Fei Xu

Institutions: Technische Universität Dresden, University of Vienna, Humboldt-Universität zu Berlin

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2745176356

FWCI: 3.991

Cites: 73

Cited by: 22

Related to: 10