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Q4980072 - MaRDI portal

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scientific article; zbMATH DE number 6310857
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English
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scientific article; zbMATH DE number 6310857

    Statements

    author
    Lei Li
    0 references
    Wuyi Ye
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    Baiqi Miao
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    publication date
    30 June 2014
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    zbMATH Keywords
    canonical vine copula
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    auto-dependence structure
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    condition VaR
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    62P05
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    91G70
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    zbMATH DE Number
    6310857
    0 references
     
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