Modeling Dependence in High Dimensions With Factor Copulas

DOI10.1080/07350015.2015.1062384zbMath1546.62981MaRDI QIDQ6616603

Dong Hwan Oh, Andrew J. Patton

Publication date: 9 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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