Truncated regular vines in high dimensions with application to financial data (Q3225771)

From MaRDI portal
Revision as of 21:13, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Truncated regular vines in high dimensions with application to financial data
scientific article

    Statements

    Truncated regular vines in high dimensions with application to financial data (English)
    0 references
    0 references
    0 references
    0 references
    22 March 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    multivariate copula
    0 references
    regular vines
    0 references
    simplified vines
    0 references
    truncated canonical vines
    0 references
    0 references
    0 references