Estimating standard errors in regular vine copula models
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Publication:2259341
DOI10.1007/s00180-013-0423-8zbMath1306.65138OpenAlexW2026372915MaRDI QIDQ2259341
Publication date: 3 March 2015
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-013-0423-8
Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Uses Software
Cites Work
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