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On the structure and estimation of hierarchical archimedian copulas
Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800392
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On the exact distribution of the estimated EU portfolio weights : theory and applications
Bodnar, Taras; Schmid, Wolfgang - 2009
Persistent link: https://www.econbiz.de/10003905998
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On the structure and estimation of hierarchical Archimedean copulas
Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang - In: Journal of econometrics 173 (2013) 2, pp. 189-204
Persistent link: https://www.econbiz.de/10009711709