vines

swMATH16156CRANvinesMaRDI QIDQ28027FDOQ28027

Multivariate Dependence Modeling with Vines

Yasser Gonzalez-fernandez, Marta Soto

Last update: 28 July 2016

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.1.5

Official website: https://cran.r-project.org/web/packages/vines/index.html

Source code repository: https://github.com/cran/vines

Cited In (3)

• Statistical arbitrage with vine copulas
• MATEDA
• copulaedas

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