Modeling Dependencies with Copulae
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Publication:3542243
DOI10.1007/978-3-540-69179-2_1zbMATH Open1258.91224OpenAlexW249562193MaRDI QIDQ3542243FDOQ3542243
Authors: Ostap Okhrin, Yarema Okhrin, Wolfgang K. Härdle 
Publication date: 1 December 2008
Published in: Applied Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://nbn-resolving.org/urn:nbn:de:bvb:384-opus4-475554
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- An empirical analysis of multivariate copula models
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- Dependence structure estimation using copula recursive trees
- On multivariate Gaussian copulas
- Imposing Independence Constraints in the CP Model
- Testing the Gaussian copula hypothesis for financial assets dependences
- What makes dependence modeling challenging? Pitfalls and ways to circumvent them
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