Detecting financial data dependence structure by averaging mixture copulas (Q4967793)
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scientific article; zbMATH DE number 7079053
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| default for all languages | No label defined |
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| English | Detecting financial data dependence structure by averaging mixture copulas |
scientific article; zbMATH DE number 7079053 |
Statements
DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS (English)
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11 July 2019
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financial data dependence structure
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mixture copulas
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0.8019278049468994
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0.7854512929916382
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0.7535694241523743
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0.7492246031761169
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