Mixture pair-copula-constructions
Gregor N. F. Weiß; Marcus Scheffer
| Year of publication: |
2015
|
|---|---|
| Authors: | Weiß, Gregor ; Scheffer, Marcus |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 54.2015, p. 175-191
|
| Subject: | Dependence structures | Vine copulas | Mixture copulas | Model selection | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Statistische Verteilung | Statistical distribution | Modellierung | Scientific modelling |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011377813