swMATH11199CRANHACMaRDI QIDQ23146FDOQ23146
Estimation, Simulation and Visualization of Hierarchical Archimedean Copulae (HAC)
Last update: 14 March 2022
Copyright license: GNU General Public License
Software version identifier: 1.1-0
Official website: http://cran.r-project.org/web/packages/HAC/index.html
Source code repository: https://github.com/cran/HAC
Cited In (21)
- Quantifying the impact of different copulas in a generalized CreditRisk\(^+\) framework. An empirical study
- Fitting high-dimensional copulae to data
- Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models
- Nonparametric estimation of the tree structure of a nested Archimedean copula
- On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison
- nacopula
- copula
- copula
- fCopulae
- Gumbel
- CreditRisk+
- HACopula
- OctSymPy
- RareMaxima
- Vulnerability-CoVaR: investigating the crypto-market
- Properties of hierarchical Archimedean copulas
- On structure, family and parameter estimation of hierarchical Archimedean copulas
- Copula directed acyclic graphs
- Basic elements of computational statistics
- HellCor
- MixedIndTests
This page was built for software: HAC
