Selecting and estimating regular vine copulae and application to financial returns (Q80568)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Selecting and estimating regular vine copulae and application to financial returns |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selecting and estimating regular vine copulae and application to financial returns |
scientific article |
Statements
59
0 references
52-69
0 references
March 2013
0 references
8 November 2018
0 references
Selecting and estimating regular vine copulae and application to financial returns (English)
0 references
minimum spanning tree
0 references
model selection
0 references
multivariate copula
0 references
regular vines
0 references
0 references
