Work

Dependence Modelling in Ultra High Dimensions with Vine Copulas

Year: 2018

Type: article

Authors: Claudia Czado, Dominik Müller, Thomas Nagler

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2808037901

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Related to: 10