Models for construction of multivariate dependence - a comparison study

Aas, Kjersti; Berg, Daniel Karl Andreas

Publication details

Journal: European Journal of Finance, vol. 15, p. 639–659, 2009

Publishers: Routledge

Issue: 7-8

International Standard Numbers:
Printed: 1351-847X
Electronic: 1466-4364

Links:
DOI: doi.org/10.1080/13518470802588767