Financial dependence analysis: applications of vine copulas (Q6552773)
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scientific article; zbMATH DE number 7862533
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Financial dependence analysis: applications of vine copulas |
scientific article; zbMATH DE number 7862533 |
Statements
Financial dependence analysis: applications of vine copulas (English)
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10 June 2024
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regular vine copulas
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tree structures
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co-dependence modelling
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0.8576164841651917
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0.8547039031982422
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0.8317344784736633
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0.8192318677902222
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0.8115617632865906
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