Modelling dependence in high dimensions with factor copulas

Dong Hwan Oh and Andrew J. Patton

Year of publication:	2015
Authors:	Oh, Dong Hwan ; Patton, Andrew J.
Publisher:	Washington, DC : Div. of Research & Statistics and Monetary Affairs, Federal Reserve Board
Subject:	Multivariate Verteilung \| Multivariate distribution \| Statistische Verteilung \| Statistical distribution \| Faktorenanalyse \| Factor analysis \| Theorie \| Theory

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