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

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+Pair-copula constructions of multiple dependence
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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
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+Tail order and intermediate tail dependence of multivariate copulas
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+Q4382161
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+Tail dependence functions and vine copulas
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+Copula Structure Analysis
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+Q5706744
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+Vine copulas with asymmetric tail dependence and applications to financial return data
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+Q3281461
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+Q5535928
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