Properties of HierarchicalArchimedean Copulas
Year of publication: |
2009-03-05
|
---|---|
Authors: | Okhrin, Ostap ; Okhrin, Yarema ; Schmid, Wolfgang |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Extent: | 450560 bytes 33 p. application/pdf |
---|---|
Series: | SFB 649 Discussion Paper ; 2009-014 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C16 - Specific Distributions ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
-
Non-linear externalities in firm localization
Bottazzi, Giulio, (2015)
-
What can probability forecasts tell us about inflation risks?
García, Juan Angel, (2007)
-
The effect of income on democracy revisited: A flexible distributional approach
Idzalika, Rajius, (2015)
- More ...
-
Modeling Dependencies in Finance using Copulae
Härdle, Wolfgang, (2008)
-
On the structure and estimation of hierarchical Archimedean copulas
Okhrin, Ostap, (2013)
-
Properties of hierarchical Archimedean copulas
Okhrin, Ostap, (2009)
- More ...