Vine constructions of Lévy copulas

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Publication:391652

DOI10.1016/J.JMVA.2013.04.002zbMath1283.60075arXiv1207.4309OpenAlexW1993385235MaRDI QIDQ391652

Stephan Nicklas, Oliver Grothe

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.4309




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