Selecting and estimating regular vine copulae and application to financial returns

Published 2012 View Full Article

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Title
Selecting and estimating regular vine copulae and application to financial returns
Authors
Keywords
-
Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 59, Issue -, Pages 52-69
Publisher
Elsevier BV
Online
2012-10-23
DOI
10.1016/j.csda.2012.08.010

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