scientific article; zbMATH DE number 7387530

DOI10.11329/jjssj.45.307MaRDI QIDQ5011443

Muneki Kawaguchi

Publication date: 27 August 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Pair-copula constructions of multiple dependence
• Selecting and estimating regular vine copulae and application to financial returns
• Sequential Bayesian model selection of regular vine copulas
• Conditional copula simulation for systemic risk stress testing
• Maximum likelihood estimation of mixed C-vines with application to exchange rates

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