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Pair-copula constructions of multiple dependence

  • Kjersti Aas
  • Claudia Czado
  • Arnoldo Frigessi
  • Henrik Bakken

Publication details

  • Publisher: Norsk Regnesentral
  • Series: NR-notat (SAMBA/24/06)
  • Year: 2006
  • Issue: SAMBA/24/06
  • Number of pages: 45

Kjersti Aas

Research Director SAMBA

Arnoldo Frigessi

Scientific strategic advisor
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