The<i>t</i>copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management (Q2994844)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The<i>t</i>copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management |
scientific article |
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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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