CD-vine model for capturing complex dependence (Q5861182)
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scientific article; zbMATH DE number 7484661
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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0.8203785419464111
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0.7830179929733276
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0.7786372303962708
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0.7661051750183105
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