Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management (Q2059101)
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scientific article; zbMATH DE number 7443709
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management |
scientific article; zbMATH DE number 7443709 |
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Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management (English)
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13 December 2021
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counterdiagonal/nonpositive tail dependence
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vine copulas
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nonparametric estimation
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financial asset returns
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