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"Why are Vine Copulas so Successful in Econometrics?"

Songsak Sriboonchitta, Olga Kosheleva, Hung T. Nguyen (2015)

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DOI: 10.1142/S0218488515400103

access: closed

type: Journal Article

metadata version: 2020-06-18

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  - https://dblp.org/rec/journals/ijufks/SriboonchittaK015
Songsak Sriboonchitta, Olga Kosheleva, Hung T. Nguyen:
Why are Vine Copulas so Successful in Econometrics? Int. J. Uncertain. Fuzziness Knowl. Based Syst. 23(Supplement-1): 133-142 (2015)

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