Selecting and estimating regular vine copulae and application to financial returns (Q80568)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Selecting and estimating regular vine copulae and application to financial returns
scientific article

    Statements

    59
    0 references
    52-69
    0 references
    March 2013
    0 references
    8 November 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Selecting and estimating regular vine copulae and application to financial returns (English)
    0 references
    minimum spanning tree
    0 references
    model selection
    0 references
    multivariate copula
    0 references
    regular vines
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references