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"On the simplified pair-copula construction - Simply useful or too simplistic?"

Ingrid Hobæk Haff, Kjersti Aas, Arnoldo Frigessi (2010)

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DOI: 10.1016/J.JMVA.2009.12.001

access: open

type: Journal Article

metadata version: 2021-10-14

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Ingrid Hobæk Haff, Kjersti Aas, Arnoldo Frigessi:
On the simplified pair-copula construction - Simply useful or too simplistic? J. Multivar. Anal. 101(5): 1296-1310 (2010)

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