"Selecting and estimating regular vine copulae and application to financial ..."

J. Dißmann et al. (2013)

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DOI: 10.1016/J.CSDA.2012.08.010

access: closed

type: Journal Article

metadata version: 2020-02-18

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J. Dißmann, Eike C. Brechmann, Claudia Czado, Dorota Kurowicka:
Selecting and estimating regular vine copulae and application to financial returns. Comput. Stat. Data Anal. 59: 52-69 (2013)

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