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An empirical analysis of multivariate copula models - MaRDI portal

An empirical analysis of multivariate copula models (Q3650966)

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An empirical analysis of multivariate copula models
scientific article

    Statements

    title
    An empirical analysis of multivariate copula models (English)
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    author
    Matthias Fischer
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    Christian Köck
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    Stephan Schlueter
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    Florian Weigert
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    publication date
    7 December 2009
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    zbMATH Keywords
    KS-copula
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    hierarchical Archimedian
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    product copulas
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    pair-copula decomposition
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    Identifiers

    zbMATH DE Number
    5643222
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    OpenAlex ID
    W1988471447
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