Selecting and estimating regular vine copulae and application to financial returns

Journal article (2013)

Authors

J Dißmann External organisation
EC Brechmann External organisation
C Czado External organisation
D. Kurowicka Applied Probability - EEMCS
Research Group
Applied Probability (EEMCS) (TU Delft)
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Published Date

2013

Language

English

Reuse Rights

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Applied Probability