Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management

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Publication:2059101

DOI10.1007/S10260-020-00527-5zbMath1480.62215OpenAlexW3036914094MaRDI QIDQ2059101

Adán Díaz-Hernández, Yuri Salazar Flores

Publication date: 13 December 2021

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-020-00527-5







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