Pair-copulas modeling in finance
Year of publication: |
2010
|
---|---|
Authors: | Mendes, Beatriz ; Semeraro, Mariângela ; Leal, Ricardo |
Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 24.2010, 2, p. 193-213
|
Publisher: |
Springer |
Subject: | Pair-copulas | Multivariate modeling | Markowitz mean variance model |
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