Selecting and estimating regular vine copulae and application to financial returns (Q80568)
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scientific article; zbMATH DE number 6975312
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Selecting and estimating regular vine copulae and application to financial returns |
scientific article; zbMATH DE number 6975312 |
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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0.8871850371360779
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0.85569828748703
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0.8527051210403442
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0.8458799123764038
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J. Dißmann
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E.C. Brechmann
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C. Czado
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Dorota Kurowicka
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