Selecting and estimating regular vine copulae and application to financial returns
Journal Article
(2013)
Author(s)
J Dißmann (External organisation)
EC Brechmann (External organisation)
C Czado (External organisation)
Dorota Kurowicka (TU Delft - Applied Probability)
Research Group
Applied Probability
To reference this document use:
https://resolver.tudelft.nl/uuid:e1debf40-1e0d-4b6b-98ac-48f79e986ff0
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Publication Year
2013
Language
English
Research Group
Applied Probability
Volume number
59
Pages (from-to)
52-69
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