Work

Parameter Estimation and Application of the Multivariate Skew t-Copula

Year: 2010

Type: book-chapter

Source: Lecture notes in statistics

DOI: 10.1007/978-3-642-12465-5_15

Authors: Tõnu Kollo, Gaida Pettere

Institutions: University of Tartu, Riga Technical University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W43529558

FWCI: 4.784

Cites: 10

Cited by: 25

Related to: 10