Copula and Vine Modeling for Finance
Abstract
This article gives an introduction to copulas, pair copula constructions, and vines and presents some examples of their applications to financial problems.
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Publisher
Wiley
Editor
Balakrishnan N Brandimarte P Everitt B Molenberghs G Piegorsch W Ruggeri F
Pagination
1-5
Parent title
Wiley StatsRef: Statistics Reference Online
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