Copula and Vine Modeling for Finance

Authors

N Balakrishnan
P Brandimarte
B Everitt
G Molenberghs
W Piegorsch
F Ruggeri
L Dalla Valle, School of Engineering, Computing and Mathematics

ORCID

• L Dalla Valle: 0000-0001-7506-5712

Publication Date

2017-12-15

Publication Title

Wiley StatsRef: Statistics Reference Online

Recommended Citation

Balakrishnan, N., Brandimarte, P., Everitt, B., Molenberghs, G., Piegorsch, W., Ruggeri, F., & Dalla Valle, L. (2017) 'Copula and Vine Modeling for Finance', Wiley StatsRef: Statistics Reference Online, . Retrieved from https://pearl.plymouth.ac.uk/secam-research/2007