Maximum likelihood estimation of mixed C-vines with application to exchange rates (Q4970956)
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scientific article; zbMATH DE number 7257878
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Maximum likelihood estimation of mixed C-vines with application to exchange rates |
scientific article; zbMATH DE number 7257878 |
Statements
Maximum likelihood estimation of mixed C-vines with application to exchange rates (English)
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8 October 2020
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copulas
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C-vine
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maximum likelihood estimation
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pair-copula construction
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US-exchange rates
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0.8614399
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0.8508177
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0.8484049
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0.84740394
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0.84506243
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