Modeling Dependence between Financial Returns Using Pair-Copula Constructions

Aas, Kjersti; Berg, Daniel Karl Andreas

Publication details

Part of: Dependence modeling: vine copula handbook (World Scientific, 2011)

Pages: 305–328

Year: 2011

Year: 2011

Links:
DOI: doi.org/10.1142/9789814299886_0015