Properties of HierarchicalArchimedean Copulas
Year of publication: |
2009-03-05
|
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Authors: | Okhrin, Ostap ; Okhrin, Yarema ; Schmid, Wolfgang |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Extent: | 450560 bytes 33 p. application/pdf |
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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) |
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