Vine copulas with asymmetric tail dependence and applications to financial return data

✍ Scribed by Aristidis K. Nikoloulopoulos; Harry Joe; Haijun Li

• Book ID: 113557618
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 329 KB
• Volume: 56
• Category: Article
• ISSN: 0167-9473
• DOI: 10.1016/j.csda.2010.07.016