Modeling Dependence between Financial Returns Using Pair-Copula Constructions Kjersti Aas Daniel Karl Andreas Berg Publication details Part of: Dependence modeling: vine copula handbook (World Scientific, 2011) Pages: 305–328 Year: 2011 Link: DOI: doi.org/10.1142/9789814299886_0015 Kjersti Aas Research Director SAMBA You are here: Home Publications Scientific chapter / article / conference article Modeling Dependence between Financial Returns Using Pair-Copula Constructions
