A multivariate volatility vine copula model
Work
Year: 2015
Type: article
Source: Econometric Reviews
Institutions Technical University of Munich, University of Augsburg
Cites: 68
Cited by: 12
Related to: 10
FWCI: 1.532
Citation percentile (by year/subfield): 90.56
Subfield: Finance
Domain: Social Sciences
Open Access status: closed