The \(t\) copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management (Q2994844)
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scientific article
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| default for all languages | No label defined |
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| English | The \(t\) copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management |
scientific article |
Statements
The<i>t</i>copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management (English)
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29 April 2011
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asymmetry
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grouped \(t\) copula
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risk management
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tail dependence
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0.8031591773033142
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0.7978107929229736
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0.7653033137321472
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0.765170156955719
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0.7617118954658508
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