CD-vine model for capturing complex dependence (Q5861182)
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scientific article; zbMATH DE number 7484661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CD-vine model for capturing complex dependence |
scientific article; zbMATH DE number 7484661 |
Statements
CD-vine model for capturing complex dependence (English)
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4 March 2022
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mixture model
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C-vine
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D-vine
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CD-vine mixture
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stock market indices
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