Selecting and estimating regular vine copulae and...

Selecting and estimating regular vine copulae and application to financial returns

J. Dißmann, E.C. Brechmann, C. Czado, D. Kurowicka
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Volume:
59
Year:
2013
Language:
english
DOI:
10.1016/j.csda.2012.08.010
File:
PDF, 681 KB
english, 2013
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