Cited in
(21)- Fitting high-dimensional copulae to data
- Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models
- Quantifying the impact of different copulas in a generalized CreditRisk\(^+\) framework. An empirical study
- Vulnerability-CoVaR: investigating the crypto-market
- Nonparametric estimation of the tree structure of a nested Archimedean copula
- Properties of hierarchical Archimedean copulas
- nacopula
- copula
- copula
- fCopulae
- Gumbel
- CreditRisk+
- HACopula
- OctSymPy
- RareMaxima
- On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison
- Copula directed acyclic graphs
- On structure, family and parameter estimation of hierarchical Archimedean copulas
- Basic elements of computational statistics
- HellCor
- MixedIndTests
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