DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS (Q4967793)

From MaRDI portal
Revision as of 10:01, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 7079053
Language Label Description Also known as
English
DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS
scientific article; zbMATH DE number 7079053

    Statements

    title
    DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS (English)
    0 references
    author
    Guannan Liu
    0 references
    Wei Long
    0 references
    Xinyu Zhang
    0 references
    Q. Li
    0 references
    publication date
    11 July 2019
    0 references
    Mathematics Subject Classification ID
    62P05
    0 references
    62H30
    0 references
    62H05
    0 references
    62M10
    0 references
    91B84
    0 references
    zbMATH DE Number
    7079053
    0 references
    zbMATH Keywords
    financial data dependence structure
    0 references
    mixture copulas
    0 references
    OpenAlex ID
    W2891952230
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4967793&oldid=36992684"
    Powered by MediaWiki