This paper features an application of Regular Vine copulas which are a novel and recently developed statistical and … Vine copulas in an analysis of the co-dependencies of 10 major European Stock Markets, as represented by individual market … may be arranged and analysed in a tree structure to explore multiple dependencies. The paper features the use of Regular …

This paper features an application of Regular Vine copulas which are a novel and recently developed statistical and … Vine copulas in an analysis of the co-dependencies of 10 major European Stock Markets, as represented by individual market … may be arranged and analysed in a tree structure to explore multiple dependencies. The paper features the use of Regular …

This paper features an application of Regular Vine copulas which are a novel and recently developed statistical and … Vine copulas in an analysis of the co-dependencies of 10 major European Stock Markets, as represented by individual market … may be arranged and analysed in a tree structure to explore multiple dependencies. The paper features the use of Regular …

This paper features an application of Regular Vine copulas which are a novel and recently developed statistical and … Vine copulas in an analysis of the co-dependencies of 10 major European Stock Markets, as represented by individual market … may be arranged and analysed in a tree structure to explore multiple dependencies. The paper features the use of Regular …

to the assessment of financial risk: namely Regular Vine copulas. Dependence modeling using copulas is a popular tool in …

to the assessment of financial risk: namely Regular Vine copulas. Dependence modeling using copulas is a popular tool in …

to the assessment of financial risk: namely Regular Vine copulas. Dependence modelling using copulas is a popular tool in …