Financial dependence analysis: applications of vine copulas
| Year of publication: |
2013
|
|---|---|
| Authors: | Allen, David E. ; Ashraf, Mohammad A. ; McAleer, Michael ; Powell, Robert J. ; Singh, Abhay K. |
| Published in: |
Statistica Neerlandica. - Netherlands Society for Statistics and Operations Research, ISSN 0039-0402. - Vol. 67.2013, 4, p. 403-435
|
| Publisher: |
Netherlands Society for Statistics and Operations Research |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010722489