Selecting and estimating regular vine copulae and application to financial returns (Q80568)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selecting and estimating regular vine copulae and application to financial returns |
scientific article |
Statements
59
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52-69
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March 2013
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8 November 2018
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Selecting and estimating regular vine copulae and application to financial returns (English)
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minimum spanning tree
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model selection
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multivariate copula
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regular vines
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