On the structure and estimation of hierarchical Archimedean copulas
| Year of publication: |
2013
|
|---|---|
| Authors: | Okhrin, Ostap ; Okhrin, Yarema ; Schmid, Wolfgang |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 173.2013, 2, p. 189-204
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