Simplified vine copula models: approximations based on the simplifying assumption (Q2414491)

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Simplified vine copula models: approximations based on the simplifying assumption
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    Simplified vine copula models: approximations based on the simplifying assumption (English)
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    17 May 2019
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    vine copula
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    pair-copula construction
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    simplifying assumption
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    partial vine copula
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    conditional copula
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