Gaussian copula of stable random vectors and application (Q5160582)
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scientific article; zbMATH DE number 7416783
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Gaussian copula of stable random vectors and application |
scientific article; zbMATH DE number 7416783 |
Statements
Gaussian copula of stable random vectors and application (English)
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29 October 2021
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stable distributions
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multivariate density function
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GPS data
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stock market
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portfolio selection
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0.7256976962089539
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0.7256055474281311
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0.7197276949882507
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0.7179512977600098
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