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Pair-copula constructions of multiple dependence

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

Publication details

  • Event: (sfi)2 Workshop on Quantitative Risk Management
  • Year: 2007

Kjersti Aas

Research Director SAMBA

Arnoldo Frigessi

Scientific strategic advisor
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  • Pair-copula constructions of multiple dependence

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