Factor copula models for multivariate data (Q391802): Difference between revisions

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-.1016/j.jmva.2013.05.001
@@ Property / DOI: 10.1016/j.jmva.2013.05.001 / rank @@
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+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
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+Probability density decomposition for conditionally dependent random variables modeled by vines
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+Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50
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+Truncated regular vines in high dimensions with application to financial data
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+Selecting and estimating regular vine copulae and application to financial returns
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+Structure de dépendance des lois de valeurs extrêmes bivariées
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+Q5812325
@@ Property / cites work: Q5812325 / rank @@
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+Tail order and intermediate tail dependence of multivariate copulas
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+Q4382161
@@ Property / cites work: Q4382161 / rank @@
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+Tail dependence functions and vine copulas
@@ Property / cites work: Tail dependence functions and vine copulas / rank @@
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+Copula Structure Analysis
@@ Property / cites work: Copula Structure Analysis / rank @@
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+Q5706744
@@ Property / cites work: Q5706744 / rank @@
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@@ Property / cites work @@
+Vine copulas with asymmetric tail dependence and applications to financial return data
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+Q3281461
@@ Property / cites work: Q3281461 / rank @@
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+Q5535928
@@ Property / cites work: Q5535928 / rank @@
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@@ Property / DOI @@
+.1016/J.JMVA.2013.05.001
@@ Property / DOI: 10.1016/J.JMVA.2013.05.001 / rank @@
+Normal rank