Truncated regular vines in high dimensions with application to financial data (Q3225771)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Truncated regular vines in high dimensions with application to financial data |
scientific article |
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Truncated regular vines in high dimensions with application to financial data (English)
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22 March 2012
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multivariate copula
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regular vines
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simplified vines
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truncated canonical vines
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