Selecting and estimating regular vine copulae and application to financial returns

标题
Selecting and estimating regular vine copulae and application to financial returns
作者
关键词
-
出版物
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 59, Issue -, Pages 52-69
出版商
Elsevier BV
发表日期
2012-10-23
DOI
10.1016/j.csda.2012.08.010

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