Dependence Modeling (Vine Copula Handbook) || Modeling...

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Dependence Modeling (Vine Copula Handbook) || Modeling Dependence Between Financial Returns Using Pair-Copula Constructions

Kurowicka, Dorota, Joe, Harry
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Volume:
10.1142/76
Year:
2010
Language:
english
DOI:
10.1142/9789814299886_0015
File:
PDF, 1.63 MB
english, 2010
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