Parameter estimation for pair-copula constructions

Publication details

• Publisher: Norsk Regnesentral
• Series: NR-notat ()
• Year: 2010
• Number of pages: 35
• Link:
  • FULLTEKST: http://publications.nr.no/5369/Hob_k_Haff_-_Parameter_estimation_for_pair-copula_constructions.pdf