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"Multivariate dependence analysis via tree copula models: An application to ..."

Federico Bassetti et al. (2018)

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DOI: 10.1016/J.EJOR.2018.02.037

access: closed

type: Journal Article

metadata version: 2022-12-07

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Federico Bassetti, Maria Elena De Giuli, Enrica Nicolino, Claudia Tarantola:
Multivariate dependence analysis via tree copula models: An application to one-year forward energy contracts. Eur. J. Oper. Res. 269(3): 1107-1121 (2018)

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