Pair-copula constructions of multiple dependence

Aas, Kjersti

November 24, 2006

SAMBA

• Refereed: 0
• Conference: Workshop on Copulas, Lévy processes and Lévy copulas, with applications to financial modelling, Münc
• Title: Pair-copula constructions of multiple dependence
• Author(s): Aas, Kjersti
• Published date: November 24, 2006