Showing 1 - 10 of 10
Persistent link: https://www.econbiz.de/10003792442
Persistent link: https://www.econbiz.de/10002749740
Persistent link: https://www.econbiz.de/10012653669
Persistent link: https://www.econbiz.de/10012056598
Persistent link: https://www.econbiz.de/10003983974
Persistent link: https://www.econbiz.de/10008992011
Persistent link: https://www.econbiz.de/10010219700
Persistent link: https://www.econbiz.de/10008860402
This paper concerns itself with applications of pair-copulas in finance, and bridges the gap between theory and application. We provide a broad view of the problem of modeling multivariate financial log-returns using pair-copulas, gathering together for this purpose theoretical and computational...
Persistent link: https://www.econbiz.de/10013142054
Persistent link: https://www.econbiz.de/10002066867