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DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS - MaRDI portal

DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS (Q4967793)

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scientific article; zbMATH DE number 7079053
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DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS
scientific article; zbMATH DE number 7079053

    Statements

    title
    DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS (English)
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    author
    Guannan Liu
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    Wei Long
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    Xinyu Zhang
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    Q. Li
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    publication date
    11 July 2019
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    Mathematics Subject Classification ID
    62P05
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    62H30
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    62H05
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    62M10
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    91B84
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    zbMATH DE Number
    7079053
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    zbMATH Keywords
    financial data dependence structure
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    mixture copulas
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    OpenAlex ID
    W2891952230
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