On the simplified pair-copula construction — Simply useful or too simplistic?

Published 2009 View Full Article

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Title
On the simplified pair-copula construction — Simply useful or too simplistic?
Authors
Keywords
-
Journal
JOURNAL OF MULTIVARIATE ANALYSIS
Volume 101, Issue 5, Pages 1296-1310
Publisher
Elsevier BV
Online
2009-12-23
DOI
10.1016/j.jmva.2009.12.001

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