On the simplified pair-copula construction - Simply useful or too simplistic? Ingrid Hobæk Haff Kjersti Aas Arnoldo Frigessi Publication details Journal: Journal of Multivariate Analysis, vol. 101, p. 1296–1310–15, 2010 Publisher: Academic Press International Standard Numbers: Printed: 0047-259X Electronic: 1095-7243 Link: DOI: doi.org/10.1016/j.jmva.2009.12.001 Kjersti Aas Research Director SAMBA Arnoldo Frigessi Scientific strategic advisor You are here: Home Publications Scientific article On the simplified pair-copula construction – Simply useful or too simplistic?
