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Financial dependence analysis: applications of vine copulas (Q6552773)

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scientific article; zbMATH DE number 7862533
Language Label Description Also known as
English
Financial dependence analysis: applications of vine copulas
scientific article; zbMATH DE number 7862533

    Statements

    title
    Financial dependence analysis: applications of vine copulas (English)
    0 references
    author
    D. E. Allen
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    Mohammad A. Ashraf
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    Michael McAleer
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    Robert J. Powell
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    A. K. Singh
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    publication date
    10 June 2024
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    zbMATH Keywords
    regular vine copulas
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    tree structures
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    co-dependence modelling
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62H05
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    91G70
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    zbMATH DE Number
    7862533
    0 references
    DOI
    10.1111/STAN.12015
    0 references
     
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