Work

Construction and Sampling of Nested Archimedean Copulas

Year: 2010

Type: book-chapter

Source: Lecture notes in statistics

DOI: 10.1007/978-3-642-12465-5_7

Author: Marius Hofert

Institution: Universität Ulm

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W81367457

FWCI: 12.3

Cites: 32

Cited by: 43

Related to: 10